-76.7%
PCG vs SFM
+146.8%
-223.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -1.1% | -10.2% | +9.2% | -0.1% |
| 30D | +0.1% | -23.9% | +24.0% | +2.1% |
| 3M | -24.4% | -42.3% | +17.8% | -20.9% |
| 6M | -17.7% | -40.1% | +22.5% | -14.3% |
| YTD | -17.4% | -37.8% | +20.3% | -14.7% |
| 1Y | -19.4% | -37.1% | +17.7% | -16.8% |
| 3Y | -18.6% | +21.5% | -40.1% | -23.0% |
| 5Y | +10.2% | +103.8% | -93.6% | -3.0% |
| 10Y | -76.7% | +142.0% | -218.7% | -80.3% |
| All | -76.7% | +146.8% | -223.5% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling