-48.6%
PCG vs BUD
+201.1%
-249.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | +0.3% | -14.1% | -13.8% |
| 30D | -16.9% | -5.7% | -11.2% | -15.0% |
| 3M | -14.7% | +3.1% | -17.9% | -15.7% |
| 6M | -23.8% | +7.9% | -31.7% | -26.1% |
| YTD | -10.5% | +27.3% | -37.8% | -18.4% |
| 1Y | -5.1% | +37.8% | -42.9% | -16.1% |
| 3Y | -11.6% | +49.8% | -61.5% | -25.5% |
| 5Y | +59.0% | +43.8% | +15.2% | +33.5% |
| 10Y | -75.7% | -22.6% | -53.1% | -76.8% |
| All | -48.6% | +201.1% | -249.7% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling