-77.6%
PCG vs SAP
+216.8%
-294.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -0.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +1.4% | +11.1% | -9.7% | -2.2% |
| 3M | -23.4% | +17.0% | -40.4% | -27.7% |
| 6M | -19.4% | +34.8% | -54.2% | -28.5% |
| YTD | -18.5% | -2.2% | -16.3% | -19.7% |
| 1Y | -19.5% | -6.4% | -13.1% | -19.3% |
| 3Y | -21.0% | +75.1% | -96.1% | -42.4% |
| 5Y | +13.7% | +69.8% | -56.1% | -18.2% |
| All | -77.6% | +216.8% | -294.4% | -89.2% |
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