-10.5%
PCG vs SBAC
-8.8%
-1.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -13.9% | -0.8% | -13.1% | -13.6% |
| 30D | -16.9% | +6.9% | -23.8% | -18.2% |
| 3M | -14.7% | -8.2% | -6.5% | -13.0% |
| 6M | -23.8% | -1.6% | -22.2% | -23.8% |
| YTD | -10.5% | -0.1% | -10.4% | -11.0% |
| 1Y | -5.1% | -0.5% | -4.7% | -5.7% |
| All | -10.5% | -8.8% | -1.7% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling