-76.0%
PCG vs SAP
+178.8%
-254.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -13.9% | -2.9% | -11.0% | -13.0% |
| 30D | -16.9% | +9.0% | -25.9% | -19.4% |
| 3M | -14.7% | +14.9% | -29.7% | -19.4% |
| 6M | -23.8% | +11.9% | -35.7% | -28.0% |
| YTD | -10.5% | -9.9% | -0.6% | -9.2% |
| 1Y | -5.1% | -19.5% | +14.4% | +0.6% |
| 3Y | -11.6% | +61.8% | -73.4% | -33.8% |
| 5Y | +59.0% | +56.2% | +2.8% | +17.8% |
| All | -76.0% | +178.8% | -254.8% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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