-0.8%
PCG vs SAP
+2,542.1%
-2,542.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.5% |
| 7D | 0.0% | +4.0% | -4.0% | -0.7% |
| 30D | +5.8% | +15.7% | -9.9% | +3.0% |
| 3M | -22.8% | +23.4% | -46.2% | -25.8% |
| 6M | -18.4% | +41.3% | -59.7% | -24.0% |
| YTD | -16.9% | +2.0% | -18.9% | -18.4% |
| 1Y | -17.6% | -5.1% | -12.5% | -18.1% |
| 3Y | -20.0% | +82.1% | -102.1% | -30.3% |
| 5Y | +16.0% | +77.2% | -61.1% | +0.6% |
| 10Y | -76.7% | +233.6% | -310.3% | -81.9% |
| All | -0.8% | +2,542.1% | -2,542.9% | -40.3% |
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