-21.0%
PCG vs SFM
+18.5%
-39.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.9% | -1.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | +1.4% | -24.8% | +26.2% | +3.0% |
| 3M | -23.4% | -43.7% | +20.3% | -20.5% |
| 6M | -19.4% | -37.3% | +17.9% | -17.2% |
| YTD | -18.5% | -38.4% | +19.9% | -16.5% |
| 1Y | -19.5% | -36.9% | +17.4% | -17.7% |
| 3Y | -21.0% | +20.7% | -41.7% | -23.3% |
| All | -21.0% | +18.5% | -39.5% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling