+18.8%
PCG vs SMR
-45.9%
+64.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +1.1% |
| 7D | -1.1% | +1.7% | -2.7% | -1.2% |
| 30D | +0.1% | -24.4% | +24.5% | +0.8% |
| 3M | -24.4% | -44.6% | +20.2% | -23.3% |
| 6M | -17.7% | -56.7% | +39.0% | -16.1% |
| YTD | -17.4% | -61.6% | +44.2% | -16.1% |
| 1Y | -19.4% | -82.1% | +62.7% | -16.1% |
| 3Y | -18.6% | +161.5% | -180.1% | -32.6% |
| All | +18.8% | -45.9% | +64.7% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling