+89.0%
PCG vs SITM
+3,318.8%
-3,229.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.7% |
| 30D | +0.8% | -27.4% | +28.2% | +2.9% |
| 3M | -22.0% | -35.6% | +13.5% | -19.9% |
| 6M | -17.1% | -46.6% | +29.6% | -14.3% |
| YTD | -16.9% | +25.8% | -42.7% | -21.4% |
| 1Y | -19.1% | +38.2% | -57.3% | -24.4% |
| 3Y | -19.4% | +311.5% | -331.0% | -36.2% |
| 5Y | +9.0% | +94.6% | -85.6% | -12.1% |
| All | +89.0% | +3,318.8% | -3,229.8% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling