-5.1%
PCG vs SITM
+174.8%
-179.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +2.4% |
| 7D | -13.9% | +9.7% | -23.6% | -13.8% |
| 30D | -16.9% | +12.7% | -29.6% | -16.8% |
| 3M | -14.7% | -13.4% | -1.3% | -14.7% |
| 6M | -23.8% | +59.6% | -83.4% | -25.0% |
| YTD | -10.5% | +73.3% | -83.8% | -11.8% |
| 1Y | -5.1% | +165.5% | -170.7% | -3.2% |
| All | -5.1% | +174.8% | -179.9% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling