+87.3%
PCG vs BTI
+6,777.2%
-6,689.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +1.4% | +13.0% | -11.6% | -1.5% |
| 3M | -23.4% | +5.3% | -28.7% | -24.4% |
| 6M | -19.4% | +5.3% | -24.7% | -20.5% |
| YTD | -18.5% | +12.4% | -30.9% | -20.9% |
| 1Y | -19.5% | +18.9% | -38.5% | -23.0% |
| 3Y | -21.0% | +144.0% | -165.0% | -36.3% |
| 5Y | +13.7% | +156.3% | -142.5% | -9.5% |
| 10Y | -77.2% | +115.3% | -192.4% | -81.3% |
| All | +87.3% | +6,777.2% | -6,689.9% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling