-75.2%
PCG vs BTI
+67.8%
-142.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +5.4% | -1.4% | +6.8% | +6.0% |
| 30D | -15.1% | -7.0% | -8.1% | -12.3% |
| 3M | -9.8% | -6.3% | -3.5% | -7.3% |
| 6M | -18.0% | -2.0% | -16.0% | -17.7% |
| YTD | -7.2% | +0.2% | -7.4% | -8.0% |
| 1Y | +2.9% | +3.8% | -0.9% | +0.2% |
| 3Y | -11.1% | +112.1% | -123.2% | -38.8% |
| 5Y | +61.8% | +113.6% | -51.8% | +9.5% |
| 10Y | -75.2% | +69.6% | -144.8% | -83.3% |
| All | -75.2% | +67.8% | -142.9% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling