-76.2%
PCG vs BTI
+125.1%
-201.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | -0.5% | -0.1% | -0.3% | -0.4% |
| 30D | +0.8% | +9.6% | -8.8% | -3.3% |
| 3M | -22.0% | +8.3% | -30.3% | -24.9% |
| 6M | -17.1% | +7.5% | -24.6% | -20.1% |
| YTD | -16.9% | +12.3% | -29.1% | -21.7% |
| 1Y | -19.1% | +16.2% | -35.3% | -25.1% |
| 3Y | -19.4% | +148.0% | -167.4% | -48.4% |
| 5Y | +9.0% | +153.2% | -144.2% | -31.9% |
| 10Y | -76.2% | +128.2% | -204.4% | -85.9% |
| All | -76.2% | +125.1% | -201.3% | -85.9% |
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