-16.0%
PCG vs BTG
+24.4%
-40.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | 0.0% |
| 7D | +1.9% | -0.2% | +2.1% | +1.8% |
| 30D | +8.5% | -0.8% | +9.3% | +8.4% |
| 3M | -22.9% | +31.8% | -54.7% | -24.5% |
| 6M | -16.8% | +20.4% | -37.2% | -18.3% |
| YTD | -15.8% | +14.7% | -30.5% | -18.5% |
| 1Y | -16.0% | +29.4% | -45.3% | -21.0% |
| All | -16.0% | +24.4% | -40.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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