+32.9%
PCG vs S
-49.1%
+82.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.5% | +1.4% | -1.8% | -0.5% |
| 30D | +0.8% | -10.8% | +11.6% | +1.2% |
| 3M | -22.0% | +5.4% | -27.4% | -22.5% |
| 6M | -17.1% | +41.2% | -58.3% | -19.2% |
| YTD | -16.9% | +56.2% | -73.1% | -19.7% |
| 1Y | -19.1% | +36.3% | -55.4% | -21.2% |
| 3Y | -19.4% | +49.4% | -68.9% | -23.1% |
| 5Y | +9.0% | -66.9% | +75.9% | +5.5% |
| All | +32.9% | -49.1% | +82.0% | +36.3% |
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