-75.3%
PCG vs BTG
+147.2%
-222.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -5.9% | -4.5% |
| 7D | +6.5% | +2.4% | +4.0% | +6.0% |
| 30D | -16.7% | +9.5% | -26.2% | -17.9% |
| 3M | -14.2% | +38.5% | -52.7% | -18.9% |
| 6M | -21.5% | +5.6% | -27.1% | -23.1% |
| YTD | -11.2% | +23.9% | -35.1% | -16.1% |
| 1Y | -4.2% | +32.1% | -36.3% | -11.1% |
| 3Y | -14.9% | +103.2% | -118.1% | -28.8% |
| 5Y | +54.2% | +79.7% | -25.5% | +28.7% |
| 10Y | -75.3% | +159.1% | -234.5% | -81.6% |
| All | -75.3% | +147.2% | -222.5% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling