+9.0%
PCG vs SO
+78.2%
-69.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.5% | -0.1% | -0.3% | -0.4% |
| 30D | +0.8% | +8.7% | -7.9% | -4.8% |
| 3M | -22.0% | +3.4% | -25.4% | -23.8% |
| 6M | -17.1% | +3.7% | -20.8% | -19.1% |
| YTD | -16.9% | +10.0% | -26.9% | -22.0% |
| 1Y | -19.1% | +6.6% | -25.7% | -22.5% |
| 3Y | -19.4% | +52.5% | -71.9% | -39.8% |
| 5Y | +9.0% | +76.1% | -67.1% | -28.5% |
| All | +9.0% | +78.2% | -69.2% | -28.5% |
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