+57.8%
PCG vs BTDR
+23.3%
+34.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -4.2% |
| 7D | +6.5% | +14.8% | -8.4% | +6.1% |
| 30D | -16.7% | +41.8% | -58.5% | -17.5% |
| 3M | -14.2% | -29.2% | +15.0% | -13.7% |
| 6M | -21.5% | +66.2% | -87.6% | -23.1% |
| YTD | -11.2% | +10.0% | -21.2% | -12.4% |
| 1Y | -4.2% | -11.0% | +6.8% | -5.5% |
| 3Y | -14.9% | +6.9% | -21.8% | -19.0% |
| 5Y | +54.2% | +24.7% | +29.6% | +48.0% |
| All | +57.8% | +23.3% | +34.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling