-77.6%
PCG vs SBAC
+93.8%
-171.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -1.6% | +1.2% | -2.8% | -2.1% |
| 30D | +1.4% | +11.2% | -9.8% | -2.6% |
| 3M | -23.4% | +4.5% | -27.8% | -24.8% |
| 6M | -19.4% | -12.2% | -7.2% | -16.3% |
| YTD | -18.5% | -0.1% | -18.4% | -20.0% |
| 1Y | -19.5% | -0.3% | -19.3% | -21.1% |
| 3Y | -21.0% | -8.7% | -12.3% | -21.4% |
| 5Y | +13.7% | -40.2% | +53.9% | +31.0% |
| All | -77.6% | +93.8% | -171.4% | -83.2% |
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