-10.5%
PCG vs S
+16.9%
-27.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -13.9% | -7.7% | -6.1% | -13.6% |
| 30D | -16.9% | -5.3% | -11.5% | -16.8% |
| 3M | -14.7% | +20.3% | -35.0% | -15.7% |
| 6M | -23.8% | +47.4% | -71.2% | -25.9% |
| YTD | -10.5% | +32.5% | -43.0% | -12.4% |
| 1Y | -5.1% | +9.5% | -14.6% | -5.9% |
| All | -10.5% | +16.9% | -27.5% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling