-5.1%
PCG vs SNY
+2.0%
-7.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -13.9% | -1.3% | -12.6% | -13.5% |
| 30D | -16.9% | +3.4% | -20.3% | -17.5% |
| 3M | -14.7% | -0.3% | -14.4% | -14.8% |
| 6M | -23.8% | +1.0% | -24.8% | -24.1% |
| YTD | -10.5% | -3.6% | -6.9% | -10.3% |
| 1Y | -5.1% | +3.0% | -8.1% | -9.0% |
| All | -5.1% | +2.0% | -7.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling