+6.8%
PCG vs SAP
+2,233.8%
-2,226.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -13.9% | -2.9% | -11.0% | -13.4% |
| 30D | -16.9% | +9.0% | -25.9% | -18.2% |
| 3M | -14.7% | +14.9% | -29.7% | -17.2% |
| 6M | -23.8% | +11.9% | -35.7% | -26.1% |
| YTD | -10.5% | -9.9% | -0.6% | -10.1% |
| 1Y | -5.1% | -19.5% | +14.4% | -2.8% |
| 3Y | -11.6% | +61.8% | -73.4% | -21.3% |
| 5Y | +59.0% | +56.2% | +2.8% | +41.2% |
| 10Y | -75.7% | +180.6% | -256.3% | -80.5% |
| All | +6.8% | +2,233.8% | -2,226.9% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling