-11.1%
PCG vs SITM
+409.8%
-420.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.8% | +3.7% |
| 7D | +5.4% | +8.4% | -3.0% | +5.1% |
| 30D | -15.1% | -17.4% | +2.3% | -14.6% |
| 3M | -9.8% | -9.8% | 0.0% | -9.9% |
| 6M | -18.0% | +83.0% | -101.0% | -21.2% |
| YTD | -7.2% | +69.6% | -76.8% | -10.7% |
| 1Y | +2.9% | +144.9% | -142.0% | -3.3% |
| 3Y | -11.1% | +429.9% | -441.0% | -21.5% |
| All | -11.1% | +409.8% | -420.9% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling