-77.6%
PCG vs BUD
-9.0%
-68.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -1.6% | +4.5% | -6.0% | -3.5% |
| 30D | +1.4% | +12.5% | -11.1% | -4.0% |
| 3M | -23.4% | 0.0% | -23.4% | -23.7% |
| 6M | -19.4% | +3.8% | -23.2% | -21.1% |
| YTD | -18.5% | +33.1% | -51.5% | -28.7% |
| 1Y | -19.5% | +35.5% | -55.0% | -30.3% |
| 3Y | -21.0% | +49.4% | -70.4% | -36.0% |
| 5Y | +13.7% | +48.0% | -34.3% | -9.8% |
| All | -77.6% | -9.0% | -68.6% | -79.6% |
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