-23.8%
PCG vs SN
+681.9%
-705.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.1% |
| 7D | -1.1% | +7.6% | -8.7% | -1.6% |
| 30D | +0.1% | +24.1% | -24.0% | -1.6% |
| 3M | -24.4% | +23.7% | -48.1% | -25.8% |
| 6M | -17.7% | +105.5% | -123.2% | -22.9% |
| YTD | -17.4% | +105.1% | -122.5% | -22.9% |
| 1Y | -19.4% | +148.3% | -167.7% | -26.0% |
| 3Y | -18.6% | +438.7% | -457.3% | -30.3% |
| All | -23.8% | +681.9% | -705.7% | -34.9% |
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