-16.0%
PCG vs SFM
-35.8%
+19.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.6% |
| 7D | +1.9% | -12.3% | +14.2% | +2.4% |
| 30D | +8.5% | -16.2% | +24.7% | +9.3% |
| 3M | -22.9% | -36.8% | +13.9% | -20.5% |
| 6M | -16.8% | -32.6% | +15.8% | -14.9% |
| YTD | -15.8% | -31.7% | +15.9% | -15.0% |
| 1Y | -16.0% | -35.0% | +19.0% | -15.3% |
| All | -16.0% | -35.8% | +19.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling