-18.3%
PCG vs SMR
+125.1%
-143.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.2% |
| 7D | +2.2% | -8.3% | +10.4% | +2.3% |
| 30D | +0.8% | -20.1% | +20.8% | +1.1% |
| 3M | -23.8% | -52.7% | +28.9% | -22.8% |
| 6M | -19.6% | -61.0% | +41.4% | -18.4% |
| YTD | -16.7% | -67.1% | +50.4% | -15.7% |
| 1Y | -19.4% | -79.9% | +60.5% | -17.4% |
| 3Y | -18.3% | +101.7% | -120.0% | -27.2% |
| All | -18.3% | +125.1% | -143.4% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling