+40.8%
PCG vs SNY
+245.1%
-204.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.1% | +4.4% |
| 7D | +5.4% | -2.7% | +8.1% | +6.3% |
| 30D | -15.1% | -0.7% | -14.4% | -15.0% |
| 3M | -9.8% | -1.6% | -8.2% | -9.5% |
| 6M | -18.0% | +2.3% | -20.3% | -18.8% |
| YTD | -7.2% | -6.0% | -1.2% | -5.8% |
| 1Y | +2.9% | -2.7% | +5.5% | +3.0% |
| 3Y | -11.1% | -7.5% | -3.6% | -11.5% |
| 5Y | +61.8% | +6.7% | +55.1% | +51.5% |
| 10Y | -75.2% | +62.3% | -137.4% | -79.4% |
| All | +40.8% | +245.1% | -204.3% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling