-15.1%
PCG vs BTSG
+416.6%
-431.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -4.2% |
| 7D | +6.5% | +2.9% | +3.6% | +6.2% |
| 30D | -16.7% | +0.9% | -17.6% | -16.8% |
| 3M | -14.2% | +1.6% | -15.8% | -14.5% |
| 6M | -21.5% | +46.8% | -68.2% | -24.3% |
| YTD | -11.2% | +65.5% | -76.7% | -15.5% |
| 1Y | -4.2% | +136.2% | -140.4% | -12.3% |
| All | -15.1% | +416.6% | -431.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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