+47.9%
PCG vs BTDR
-44.0%
+91.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.6% | +10.8% | +2.4% |
| 7D | +2.2% | -6.9% | +9.1% | +2.3% |
| 30D | +0.8% | -31.5% | +32.3% | +1.5% |
| 3M | -23.8% | -36.1% | +12.3% | -23.2% |
| 6M | -19.6% | -57.6% | +38.0% | -18.5% |
| YTD | -16.7% | -50.0% | +33.3% | -16.4% |
| 1Y | -19.4% | -49.6% | +30.2% | -19.2% |
| 3Y | -18.3% | +48.5% | -66.8% | -20.8% |
| 5Y | +10.4% | -43.8% | +54.2% | +8.0% |
| All | +47.9% | -44.0% | +91.9% | +45.0% |
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