+61.8%
PCG vs SITM
+168.3%
-106.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.8% | +3.8% |
| 7D | +5.4% | +8.4% | -3.0% | +4.9% |
| 30D | -15.1% | -17.4% | +2.3% | -14.3% |
| 3M | -9.8% | -9.8% | 0.0% | -9.9% |
| 6M | -18.0% | +83.0% | -101.0% | -22.6% |
| YTD | -7.2% | +69.6% | -76.8% | -12.3% |
| 1Y | +2.9% | +144.9% | -142.0% | -5.9% |
| 3Y | -11.1% | +429.9% | -441.0% | -26.5% |
| 5Y | +61.8% | +169.2% | -107.4% | +29.6% |
| All | +61.8% | +168.3% | -106.5% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling