-21.0%
PCG vs BTSG
+476.3%
-497.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +1.0% |
| 7D | -1.1% | +4.4% | -5.4% | -1.5% |
| 30D | +0.1% | +8.5% | -8.4% | -0.8% |
| 3M | -24.4% | +10.8% | -35.2% | -25.3% |
| 6M | -17.7% | +26.1% | -43.8% | -19.7% |
| YTD | -17.4% | +84.6% | -102.1% | -22.3% |
| 1Y | -19.4% | +108.7% | -128.0% | -25.1% |
| All | -21.0% | +476.3% | -497.3% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling