-16.0%
PCG vs SMR
-87.0%
+71.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.8% |
| 7D | +1.9% | -9.5% | +11.4% | +1.8% |
| 30D | +8.5% | -33.2% | +41.7% | +8.2% |
| 3M | -22.9% | -45.9% | +23.1% | -23.0% |
| 6M | -16.8% | -57.9% | +41.1% | -17.2% |
| YTD | -15.8% | -63.8% | +48.0% | -17.1% |
| 1Y | -16.0% | -85.6% | +69.6% | -17.5% |
| All | -16.0% | -87.0% | +71.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling