+42.8%
PCG vs SNY
+9.4%
+33.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.5% | -3.3% | -0.2% | -2.7% |
| 30D | -20.6% | -2.2% | -18.4% | -20.2% |
| 3M | -17.6% | -3.0% | -14.5% | -17.0% |
| 6M | -23.5% | +2.7% | -26.2% | -24.1% |
| YTD | -13.6% | -6.8% | -6.8% | -12.4% |
| 1Y | -11.3% | -5.3% | -6.1% | -10.6% |
| 3Y | -16.9% | -9.8% | -7.1% | -16.6% |
| All | +42.8% | +9.4% | +33.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling