-4.2%
PCG vs BTDR
-4.6%
+0.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -4.2% |
| 7D | +6.5% | +14.8% | -8.4% | +6.4% |
| 30D | -16.7% | +41.8% | -58.5% | -16.9% |
| 3M | -14.2% | -29.2% | +15.0% | -14.1% |
| 6M | -21.5% | +66.2% | -87.6% | -22.4% |
| YTD | -11.2% | +10.0% | -21.2% | -12.3% |
| 1Y | -4.2% | -11.0% | +6.8% | -3.3% |
| All | -4.2% | -4.6% | +0.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling