+33.1%
PCG vs S
-51.7%
+84.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +2.2% | +2.0% | +0.2% | +2.0% |
| 30D | +0.8% | -2.7% | +3.5% | +0.8% |
| 3M | -23.8% | -6.9% | -16.9% | -23.7% |
| 6M | -19.6% | +38.1% | -57.7% | -21.5% |
| YTD | -16.7% | +48.0% | -64.7% | -19.3% |
| 1Y | -19.4% | +34.5% | -53.8% | -21.5% |
| 3Y | -18.3% | +38.3% | -56.6% | -21.6% |
| 5Y | +10.4% | -70.9% | +81.3% | +6.8% |
| All | +33.1% | -51.7% | +84.8% | +36.9% |
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