-76.0%
PCG vs SO
+197.2%
-273.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.2% |
| 30D | +0.8% | +4.7% | -3.9% | -2.7% |
| 3M | -23.8% | +1.7% | -25.5% | -24.8% |
| 6M | -19.6% | +2.2% | -21.8% | -21.0% |
| YTD | -16.7% | +10.0% | -26.7% | -22.5% |
| 1Y | -19.4% | +6.0% | -25.4% | -23.0% |
| 3Y | -18.3% | +54.1% | -72.4% | -41.4% |
| 5Y | +10.4% | +79.6% | -69.2% | -30.5% |
| All | -76.0% | +197.2% | -273.2% | -89.1% |
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