+2.9%
PCG vs SMR
-68.0%
+70.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.3% | -11.6% | +3.8% |
| 7D | +5.4% | +21.4% | -16.0% | +5.6% |
| 30D | -15.1% | +13.8% | -29.0% | -15.0% |
| 3M | -9.8% | +3.9% | -13.7% | -9.7% |
| 6M | -18.0% | -4.2% | -13.8% | -17.9% |
| YTD | -7.2% | -21.1% | +13.9% | -7.8% |
| 1Y | +2.9% | -67.1% | +69.9% | +2.9% |
| All | +2.9% | -68.0% | +70.8% | +2.9% |
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 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