-76.7%
PCG vs SM
+4.9%
-81.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +1.6% |
| 7D | -1.1% | -22.3% | +21.2% | +1.2% |
| 30D | +0.1% | -21.4% | +21.4% | +2.2% |
| 3M | -24.4% | +1.4% | -25.8% | -25.0% |
| 6M | -17.7% | +0.1% | -17.8% | -18.5% |
| YTD | -17.4% | +59.0% | -76.4% | -22.6% |
| 1Y | -19.4% | +64.3% | -83.7% | -24.8% |
| 3Y | -18.6% | -13.1% | -5.5% | -20.7% |
| 5Y | +10.2% | -13.9% | +24.1% | +4.6% |
| 10Y | -76.7% | +1.7% | -78.4% | -85.4% |
| All | -76.7% | +4.9% | -81.6% | -85.4% |
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