-76.7%
PCG vs SO
+184.0%
-260.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.3% |
| 7D | -1.1% | -1.1% | 0.0% | -0.3% |
| 30D | +0.1% | +8.6% | -8.5% | -6.0% |
| 3M | -24.4% | +1.8% | -26.2% | -25.4% |
| 6M | -17.7% | +3.6% | -21.3% | -19.9% |
| YTD | -17.4% | +9.9% | -27.4% | -23.1% |
| 1Y | -19.4% | +5.7% | -25.1% | -22.8% |
| 3Y | -18.6% | +52.5% | -71.1% | -41.2% |
| 5Y | +10.2% | +77.3% | -67.1% | -30.0% |
| 10Y | -76.7% | +186.8% | -263.5% | -89.0% |
| All | -76.7% | +184.0% | -260.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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