-16.0%
PCG vs SARO
-7.8%
-8.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +1.9% | +15.8% | -13.9% | +0.8% |
| 30D | +8.5% | +22.2% | -13.7% | +7.0% |
| 3M | -22.9% | -16.2% | -6.7% | -22.2% |
| 6M | -16.8% | +4.6% | -21.4% | -17.6% |
| YTD | -15.8% | -10.4% | -5.4% | -15.8% |
| 1Y | -16.0% | -6.5% | -9.5% | -16.2% |
| All | -16.0% | -7.8% | -8.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling