-24.8%
PCG vs SN
+650.0%
-674.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | -2.7% | +16.6% | -19.3% | -3.9% |
| 3M | -25.1% | +18.3% | -43.3% | -26.2% |
| 6M | -22.3% | +103.1% | -125.4% | -27.2% |
| YTD | -18.5% | +96.7% | -115.2% | -23.6% |
| 1Y | -21.8% | +134.3% | -156.2% | -28.0% |
| 3Y | -21.0% | +425.2% | -446.3% | -32.2% |
| All | -24.8% | +650.0% | -674.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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