-75.2%
PCG vs SGI
+261.3%
-336.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.1% | +3.7% |
| 7D | +5.4% | +9.3% | -3.9% | +3.2% |
| 30D | -15.1% | +6.9% | -22.0% | -16.7% |
| 3M | -9.8% | +2.8% | -12.7% | -11.0% |
| 6M | -18.0% | -12.6% | -5.4% | -16.6% |
| YTD | -7.2% | -21.5% | +14.3% | -3.5% |
| 1Y | +2.9% | -18.8% | +21.6% | +5.8% |
| 3Y | -11.1% | +60.8% | -71.9% | -24.2% |
| 5Y | +61.8% | +60.0% | +1.8% | +32.4% |
| 10Y | -75.2% | +267.8% | -343.0% | -85.8% |
| All | -75.2% | +261.3% | -336.5% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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