+6.5%
PCG vs SM
+1,289.1%
-1,282.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.9% |
| 7D | 0.0% | -25.1% | +25.1% | +2.3% |
| 30D | +5.8% | -15.6% | +21.4% | +7.1% |
| 3M | -22.8% | +2.7% | -25.5% | -23.3% |
| 6M | -18.4% | -3.8% | -14.6% | -18.8% |
| YTD | -16.9% | +61.8% | -78.7% | -21.3% |
| 1Y | -17.6% | +71.4% | -89.0% | -22.5% |
| 3Y | -20.0% | -20.7% | +0.7% | -21.0% |
| 5Y | +16.0% | -11.5% | +27.5% | +11.0% |
| 10Y | -76.7% | +10.2% | -86.9% | -82.5% |
| All | +6.5% | +1,289.1% | -1,282.6% | -35.0% |
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