-18.6%
PCG vs SO
+50.8%
-69.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.4% |
| 7D | -1.1% | -1.1% | 0.0% | -0.3% |
| 30D | +0.1% | +8.6% | -8.5% | -5.5% |
| 3M | -24.4% | +1.8% | -26.2% | -25.4% |
| 6M | -17.7% | +3.6% | -21.3% | -19.7% |
| YTD | -17.4% | +9.9% | -27.4% | -22.3% |
| 1Y | -19.4% | +5.7% | -25.1% | -22.3% |
| 3Y | -18.6% | +52.5% | -71.1% | -41.0% |
| All | -18.6% | +50.8% | -69.4% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling