-76.2%
PCG vs SM
+4.2%
-80.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | -0.5% | -19.5% | +19.0% | +1.5% |
| 30D | +0.8% | -20.2% | +21.0% | +2.8% |
| 3M | -22.0% | -6.5% | -15.5% | -21.9% |
| 6M | -17.1% | +1.6% | -18.6% | -18.1% |
| YTD | -16.9% | +61.2% | -78.1% | -22.2% |
| 1Y | -19.1% | +65.4% | -84.4% | -24.5% |
| 3Y | -19.4% | -13.0% | -6.4% | -21.5% |
| 5Y | +9.0% | -4.3% | +13.3% | +2.4% |
| 10Y | -76.2% | +3.0% | -79.2% | -85.1% |
| All | -76.2% | +4.2% | -80.4% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling