+30.3%
PCG vs S
-52.7%
+83.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.0% |
| 7D | -1.6% | -13.4% | +11.8% | -0.9% |
| 30D | +1.4% | -14.0% | +15.4% | +2.1% |
| 3M | -23.4% | +4.9% | -28.3% | -23.9% |
| 6M | -19.4% | +42.0% | -61.4% | -21.5% |
| YTD | -18.5% | +45.1% | -63.6% | -21.0% |
| 1Y | -19.5% | +33.1% | -52.6% | -21.6% |
| 3Y | -21.0% | +40.6% | -61.6% | -24.3% |
| 5Y | +13.7% | -67.5% | +81.2% | +10.8% |
| All | +30.3% | -52.7% | +83.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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