+61.8%
PCG vs BTG
+72.2%
-10.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.0% |
| 7D | +5.4% | +4.8% | +0.6% | +4.7% |
| 30D | -15.1% | +8.3% | -23.5% | -16.0% |
| 3M | -9.8% | +32.3% | -42.1% | -13.6% |
| 6M | -18.0% | +3.0% | -21.0% | -19.1% |
| YTD | -7.2% | +21.9% | -29.2% | -11.5% |
| 1Y | +2.9% | +28.2% | -25.3% | -3.4% |
| 3Y | -11.1% | +99.9% | -111.0% | -25.1% |
| 5Y | +61.8% | +73.6% | -11.8% | +32.5% |
| All | +61.8% | +72.2% | -10.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling