-76.4%
PCG vs SGI
+337.7%
-414.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.2% | -10.5% | +8.2% | +0.3% |
| 30D | -0.5% | +0.1% | -0.6% | -0.8% |
| 3M | -24.0% | -4.0% | -20.0% | -23.8% |
| 6M | -18.6% | -5.6% | -13.0% | -18.5% |
| YTD | -17.7% | -29.5% | +11.8% | -12.3% |
| 1Y | -20.0% | -31.5% | +11.5% | -14.3% |
| 3Y | -20.2% | +71.6% | -91.8% | -33.7% |
| 5Y | +8.4% | +50.5% | -42.2% | -11.0% |
| 10Y | -76.4% | +333.9% | -410.3% | -86.6% |
| All | -76.4% | +337.7% | -414.1% | -86.6% |
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