+14.1%
PCG vs BUD
+48.8%
-34.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -1.6% | +4.5% | -6.0% | -3.2% |
| 30D | +1.4% | +12.5% | -11.1% | -3.1% |
| 3M | -23.4% | 0.0% | -23.4% | -23.6% |
| 6M | -19.4% | +3.8% | -23.2% | -20.7% |
| YTD | -18.5% | +33.1% | -51.5% | -26.9% |
| 1Y | -19.5% | +35.5% | -55.0% | -28.4% |
| 3Y | -21.0% | +49.4% | -70.4% | -33.8% |
| All | +14.1% | +48.8% | -34.7% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling