-19.2%
PCG vs SBAC
-6.8%
-12.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.2% | -2.8% | +0.5% | -1.5% |
| 30D | -0.5% | +3.1% | -3.6% | -1.4% |
| 3M | -24.0% | +5.1% | -29.1% | -25.1% |
| 6M | -18.6% | -11.4% | -7.2% | -16.4% |
| YTD | -17.7% | +0.2% | -17.9% | -18.4% |
| 1Y | -20.0% | -3.9% | -16.1% | -19.7% |
| All | -19.2% | -6.8% | -12.4% | -18.5% |
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