-21.0%
PCG vs SM
-20.0%
-1.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.0% |
| 7D | -1.6% | -25.9% | +24.3% | -0.2% |
| 30D | +1.4% | -15.1% | +16.5% | +2.0% |
| 3M | -23.4% | +4.9% | -28.3% | -24.1% |
| 6M | -19.4% | +6.1% | -25.5% | -20.5% |
| YTD | -18.5% | +63.4% | -81.9% | -23.4% |
| 1Y | -19.5% | +72.5% | -92.0% | -24.9% |
| 3Y | -21.0% | -16.9% | -4.1% | -25.0% |
| All | -21.0% | -20.0% | -1.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling