-19.5%
PCG vs SO
+4.8%
-24.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | -1.6% | -1.5% | -0.1% | -0.6% |
| 30D | +1.4% | +8.1% | -6.7% | -4.8% |
| 3M | -23.4% | +0.2% | -23.6% | -23.8% |
| 6M | -19.4% | +0.4% | -19.8% | -20.0% |
| YTD | -18.5% | +8.5% | -27.0% | -23.3% |
| 1Y | -19.5% | +4.9% | -24.5% | -22.4% |
| All | -19.5% | +4.8% | -24.4% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling