+2.9%
PCG vs BTSG
+154.4%
-151.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.4% |
| 7D | +5.4% | +5.7% | -0.3% | +4.9% |
| 30D | -15.1% | +0.2% | -15.3% | -15.2% |
| 3M | -9.8% | +5.6% | -15.5% | -10.2% |
| 6M | -18.0% | +50.8% | -68.8% | -20.0% |
| YTD | -7.2% | +67.0% | -74.3% | -10.3% |
| 1Y | +2.9% | +145.5% | -142.7% | -9.4% |
| All | +2.9% | +154.4% | -151.5% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling