+14.6%
PCG vs SM
+1,608.3%
-1,593.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +2.6% |
| 7D | -13.9% | +0.1% | -13.9% | -13.9% |
| 30D | -16.9% | +26.3% | -43.2% | -18.6% |
| 3M | -14.7% | +8.7% | -23.4% | -15.7% |
| 6M | -23.8% | +51.7% | -75.5% | -27.1% |
| YTD | -10.5% | +99.0% | -109.5% | -16.5% |
| 1Y | -5.1% | +34.6% | -39.7% | -8.7% |
| 3Y | -11.6% | -7.8% | -3.9% | -13.6% |
| 5Y | +59.0% | +104.8% | -45.8% | +41.8% |
| 10Y | -75.7% | +7.2% | -83.0% | -81.8% |
| All | +14.6% | +1,608.3% | -1,593.7% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling