-5.1%
PCG vs BTI
+5.0%
-10.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -13.9% | -1.4% | -12.5% | -13.3% |
| 30D | -16.9% | -6.6% | -10.2% | -15.0% |
| 3M | -14.7% | -3.0% | -11.7% | -13.6% |
| 6M | -23.8% | -6.7% | -17.1% | -22.2% |
| YTD | -10.5% | +0.6% | -11.1% | -10.0% |
| 1Y | -5.1% | +5.6% | -10.7% | -1.4% |
| All | -5.1% | +5.0% | -10.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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