-24.4%
PCG vs SARO
-21.1%
-3.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | +5.4% | +1.1% | +4.3% | +5.3% |
| 30D | -15.1% | -16.2% | +1.0% | -13.4% |
| 3M | -9.8% | -1.3% | -8.5% | -10.1% |
| 6M | -18.0% | -15.2% | -2.8% | -16.9% |
| YTD | -7.2% | -14.7% | +7.4% | -6.2% |
| 1Y | +2.9% | -9.1% | +11.9% | +2.8% |
| All | -24.4% | -21.1% | -3.4% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling