-23.8%
PCG vs SAP
+13.1%
-36.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.4% |
| 7D | -13.9% | -2.9% | -11.0% | -14.0% |
| 30D | -16.9% | +9.0% | -25.9% | -16.9% |
| 3M | -14.7% | +14.9% | -29.7% | -15.8% |
| 6M | -23.8% | +11.9% | -35.7% | -19.9% |
| All | -23.8% | +13.1% | -36.9% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling