+28.8%
PCG vs SMR
-3.5%
+32.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -13.9% | +4.4% | -18.3% | -14.0% |
| 30D | -16.9% | +3.4% | -20.3% | -17.0% |
| 3M | -14.7% | -19.2% | +4.4% | -14.4% |
| 6M | -23.8% | -22.6% | -1.2% | -23.7% |
| YTD | -10.5% | -31.5% | +21.0% | -10.4% |
| 1Y | -5.1% | -73.1% | +68.0% | -2.6% |
| 3Y | -11.6% | +55.0% | -66.6% | -20.6% |
| All | +28.8% | -3.5% | +32.2% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling