-75.2%
PCG vs SBAC
+76.8%
-151.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +5.4% | -0.1% | +5.5% | +5.5% |
| 30D | -15.1% | +3.2% | -18.4% | -16.1% |
| 3M | -9.8% | -5.1% | -4.8% | -8.5% |
| 6M | -18.0% | -2.1% | -15.9% | -18.6% |
| YTD | -7.2% | -0.5% | -6.7% | -8.6% |
| 1Y | +2.9% | +1.1% | +1.7% | +0.6% |
| 3Y | -11.1% | -7.4% | -3.7% | -12.1% |
| 5Y | +61.8% | -44.3% | +106.1% | +92.7% |
| 10Y | -75.2% | +77.6% | -152.7% | -80.9% |
| All | -75.2% | +76.8% | -151.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling