+9.3%
PCG vs SO
+79.0%
-69.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.3% |
| 30D | +0.8% | +4.7% | -3.9% | -2.4% |
| 3M | -23.8% | +1.7% | -25.5% | -24.7% |
| 6M | -19.6% | +2.2% | -21.8% | -20.8% |
| YTD | -16.7% | +10.0% | -26.7% | -21.8% |
| 1Y | -19.4% | +6.0% | -25.4% | -22.6% |
| 3Y | -18.3% | +54.1% | -72.4% | -39.3% |
| All | +9.3% | +79.0% | -69.7% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling