-27.5%
PCG vs SNDU
-24.4%
-3.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.4% | -1.1% |
| 7D | -2.0% | +30.7% | -32.7% | -1.7% |
| 30D | -2.7% | -67.1% | +64.4% | -3.6% |
| 3M | -25.1% | -65.1% | +40.1% | -25.5% |
| 6M | -22.3% | -82.0% | +59.7% | -23.9% |
| All | -27.5% | -24.4% | -3.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 5y: compounded portfolio wealth divided by compounded SNDU 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…
5y analysis · Full analysis span regression · 6 months rolling