-16.0%
PCG vs SM
+70.4%
-86.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.1% | +0.4% |
| 7D | +1.9% | -21.5% | +23.4% | +1.3% |
| 30D | +8.5% | -11.4% | +19.9% | +8.2% |
| 3M | -22.9% | +0.6% | -23.5% | -23.2% |
| 6M | -16.8% | +0.2% | -17.0% | -17.2% |
| YTD | -15.8% | +69.7% | -85.4% | -21.2% |
| 1Y | -16.0% | +71.6% | -87.6% | -21.3% |
| All | -16.0% | +70.4% | -86.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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