-76.4%
PCG vs SBAC
+109.8%
-186.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -2.2% | -2.8% | +0.5% | -1.3% |
| 30D | -0.5% | +3.1% | -3.6% | -1.7% |
| 3M | -24.0% | +5.1% | -29.1% | -25.5% |
| 6M | -18.6% | -11.4% | -7.2% | -15.8% |
| YTD | -17.7% | +0.2% | -17.9% | -19.3% |
| 1Y | -20.0% | -3.9% | -16.1% | -20.4% |
| 3Y | -20.2% | -7.7% | -12.6% | -21.0% |
| 5Y | +8.4% | -39.7% | +48.1% | +24.4% |
| 10Y | -76.4% | +111.9% | -188.3% | -81.8% |
| All | -76.4% | +109.8% | -186.2% | -81.8% |
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