-18.4%
PCG vs BTG
+96.9%
-115.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.3% |
| 7D | -0.5% | +13.0% | -13.4% | -1.7% |
| 30D | +0.8% | +1.1% | -0.4% | +0.5% |
| 3M | -22.0% | +5.3% | -27.4% | -22.5% |
| 6M | -17.1% | +1.1% | -18.1% | -17.7% |
| YTD | -16.9% | +19.2% | -36.1% | -19.6% |
| 1Y | -19.1% | +31.5% | -50.5% | -22.6% |
| All | -18.4% | +96.9% | -115.3% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling