-4.2%
PCG vs BWA
+48.6%
-52.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -4.1% |
| 7D | +6.5% | +0.1% | +6.3% | +6.4% |
| 30D | -16.7% | -5.6% | -11.2% | -16.4% |
| 3M | -14.2% | -10.7% | -3.5% | -13.3% |
| 6M | -21.5% | +23.2% | -44.6% | -24.1% |
| YTD | -11.2% | +46.0% | -57.2% | -18.4% |
| 1Y | -4.2% | +51.2% | -55.4% | -12.6% |
| All | -4.2% | +48.6% | -52.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling