-76.7%
PCG vs BUD
-8.7%
-68.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | -1.1% | +1.3% | -2.4% | -1.7% |
| 30D | +0.1% | +10.0% | -10.0% | -4.3% |
| 3M | -24.4% | +1.6% | -26.0% | -25.2% |
| 6M | -17.7% | +6.5% | -24.2% | -20.3% |
| YTD | -17.4% | +34.8% | -52.3% | -28.2% |
| 1Y | -19.4% | +36.5% | -55.8% | -30.3% |
| 3Y | -18.6% | +49.0% | -67.5% | -33.9% |
| 5Y | +10.2% | +51.7% | -41.5% | -13.5% |
| 10Y | -76.7% | -7.5% | -69.1% | -79.1% |
| All | -76.7% | -8.7% | -68.0% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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