-76.2%
PCG vs SAP
+222.2%
-298.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -0.5% | +1.5% | -1.9% | -1.0% |
| 30D | +0.8% | +8.8% | -8.1% | -2.2% |
| 3M | -22.0% | +12.1% | -34.1% | -25.3% |
| 6M | -17.1% | +34.6% | -51.7% | -26.4% |
| YTD | -16.9% | -2.1% | -14.8% | -18.1% |
| 1Y | -19.1% | -5.5% | -13.5% | -19.2% |
| 3Y | -19.4% | +67.4% | -86.9% | -40.0% |
| 5Y | +9.0% | +74.6% | -65.6% | -22.6% |
| 10Y | -76.2% | +224.0% | -300.2% | -88.4% |
| All | -76.2% | +222.2% | -298.4% | -88.4% |
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