-76.0%
PCG vs SAP
+237.3%
-313.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.2% | +0.6% | +1.5% | +1.9% |
| 30D | +0.8% | +6.5% | -5.8% | -1.5% |
| 3M | -23.8% | +12.2% | -36.0% | -27.0% |
| 6M | -19.6% | +46.1% | -65.7% | -30.7% |
| YTD | -16.7% | -1.6% | -15.1% | -18.1% |
| 1Y | -19.4% | -5.1% | -14.3% | -19.6% |
| 3Y | -18.3% | +68.4% | -86.7% | -39.3% |
| 5Y | +10.4% | +79.4% | -69.0% | -22.7% |
| All | -76.0% | +237.3% | -313.3% | -88.5% |
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