+33.4%
PCG vs SMR
+11.2%
+22.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.3% | -11.6% | +3.2% |
| 7D | +5.4% | +21.4% | -16.0% | +4.8% |
| 30D | -15.1% | +13.8% | -29.0% | -15.5% |
| 3M | -9.8% | +3.9% | -13.7% | -10.1% |
| 6M | -18.0% | -4.2% | -13.8% | -18.4% |
| YTD | -7.2% | -21.1% | +13.9% | -7.6% |
| 1Y | +2.9% | -67.1% | +69.9% | +4.9% |
| 3Y | -11.1% | +88.9% | -99.9% | -21.0% |
| All | +33.4% | +11.2% | +22.2% | +27.7% |
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