+59.0%
PCG vs BTDR
+23.8%
+35.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +2.3% |
| 7D | -13.9% | +20.0% | -33.8% | -14.3% |
| 30D | -16.9% | +11.9% | -28.8% | -17.2% |
| 3M | -14.7% | -36.9% | +22.2% | -14.1% |
| 6M | -23.8% | +56.5% | -80.3% | -25.4% |
| YTD | -10.5% | +10.4% | -20.9% | -11.7% |
| 1Y | -5.1% | +3.1% | -8.2% | -6.8% |
| 3Y | -11.6% | -2.6% | -9.0% | -16.0% |
| 5Y | +59.0% | +25.2% | +33.8% | +52.6% |
| All | +59.0% | +23.8% | +35.2% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling