-63.5%
PCG vs SFM
+132.6%
-196.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.4% | +2.2% |
| 7D | -13.9% | -0.1% | -13.8% | -13.9% |
| 30D | -16.9% | -4.4% | -12.5% | -16.6% |
| 3M | -14.7% | +1.5% | -16.3% | -15.0% |
| 6M | -23.8% | +6.5% | -30.3% | -24.5% |
| YTD | -10.5% | +2.2% | -12.7% | -11.1% |
| 1Y | -5.1% | -41.9% | +36.8% | -2.0% |
| 3Y | -11.6% | +106.8% | -118.4% | -17.7% |
| 5Y | +59.0% | +231.6% | -172.6% | +41.4% |
| 10Y | -75.7% | +258.4% | -334.2% | -79.0% |
| All | -63.5% | +132.6% | -196.1% | -68.2% |
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