-7.1%
PCG vs BTG
+27.2%
-34.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | +0.5% | -5.8% | +6.3% | +1.0% |
| 30D | -18.9% | +5.7% | -24.6% | -19.1% |
| 3M | -15.8% | +38.1% | -54.0% | -18.1% |
| 6M | -22.6% | +0.3% | -22.9% | -23.2% |
| YTD | -12.2% | +19.9% | -32.1% | -14.8% |
| 1Y | -7.1% | +24.6% | -31.7% | -12.3% |
| All | -7.1% | +27.2% | -34.3% | -12.3% |
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