-66.1%
PCG vs SFM
+39.6%
-105.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -0.5% | -6.9% | +6.4% | +0.1% |
| 30D | +0.8% | -25.0% | +25.7% | +2.5% |
| 3M | -22.0% | -42.7% | +20.7% | -19.1% |
| 6M | -17.1% | -41.0% | +23.9% | -14.3% |
| YTD | -16.9% | -38.7% | +21.8% | -14.6% |
| 1Y | -19.1% | -38.1% | +19.1% | -16.9% |
| 3Y | -19.4% | +19.3% | -38.8% | -22.2% |
| 5Y | +9.0% | +103.1% | -94.1% | +0.2% |
| 10Y | -76.2% | +131.1% | -207.2% | -78.7% |
| All | -66.1% | +39.6% | -105.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling