-21.0%
PCG vs SAP
+75.3%
-96.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | +1.4% | +11.1% | -9.7% | +0.7% |
| 3M | -23.4% | +17.0% | -40.4% | -24.3% |
| 6M | -19.4% | +34.8% | -54.2% | -21.4% |
| YTD | -18.5% | -2.2% | -16.3% | -17.8% |
| 1Y | -19.5% | -6.4% | -13.1% | -18.2% |
| 3Y | -21.0% | +75.1% | -96.1% | -27.7% |
| All | -21.0% | +75.3% | -96.3% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling