-51.9%
PCG vs BTG
+355.9%
-407.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.8% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -0.5% | -1.1% | +0.7% | -0.5% |
| 3M | -24.0% | +2.5% | -26.5% | -24.2% |
| 6M | -18.6% | -3.1% | -15.6% | -18.8% |
| YTD | -17.7% | +16.3% | -34.0% | -19.3% |
| 1Y | -20.0% | +27.6% | -47.6% | -22.1% |
| 3Y | -20.2% | +89.5% | -109.8% | -25.2% |
| 5Y | +8.4% | +33.6% | -25.2% | +3.0% |
| 10Y | -76.4% | +178.2% | -254.6% | -78.4% |
| All | -51.9% | +355.9% | -407.9% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling