+85.3%
PCG vs SITM
+3,519.6%
-3,434.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.0% | +32.5% | -34.5% | -4.3% |
| 30D | -2.7% | -18.8% | +16.1% | -1.5% |
| 3M | -25.1% | -30.9% | +5.8% | -23.5% |
| 6M | -22.3% | -44.5% | +22.2% | -19.9% |
| YTD | -18.5% | +33.2% | -51.7% | -23.3% |
| 1Y | -21.8% | +53.8% | -75.7% | -27.7% |
| 3Y | -21.0% | +335.7% | -356.7% | -37.8% |
| 5Y | +8.1% | +84.6% | -76.6% | -12.1% |
| All | +85.3% | +3,519.6% | -3,434.3% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling