+2.4%
PCG vs BWA
+3,492.4%
-3,489.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.3% | +1.9% |
| 7D | -13.9% | +5.7% | -19.5% | -14.8% |
| 30D | -16.9% | +1.4% | -18.3% | -17.2% |
| 3M | -14.7% | -12.1% | -2.6% | -13.0% |
| 6M | -23.8% | +28.6% | -52.4% | -28.1% |
| YTD | -10.5% | +51.1% | -61.6% | -18.8% |
| 1Y | -5.1% | +55.9% | -61.0% | -14.6% |
| 3Y | -11.6% | +70.1% | -81.7% | -23.1% |
| 5Y | +59.0% | +90.7% | -31.7% | +33.4% |
| 10Y | -75.7% | +154.0% | -229.7% | -81.5% |
| All | +2.4% | +3,492.4% | -3,489.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling