-19.4%
PCG vs SITM
+47.8%
-67.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +2.1% |
| 7D | +2.2% | +6.6% | -4.5% | +2.2% |
| 30D | +0.8% | -15.3% | +16.1% | +0.8% |
| 3M | -23.8% | -35.4% | +11.6% | -23.9% |
| 6M | -19.6% | -46.8% | +27.2% | -19.4% |
| YTD | -16.7% | +25.9% | -42.6% | -17.6% |
| 1Y | -19.4% | +54.0% | -73.4% | -18.7% |
| All | -19.4% | +47.8% | -67.2% | -18.7% |
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