+14.1%
PCG vs SO
+75.0%
-60.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -1.6% | -1.5% | -0.1% | -0.6% |
| 30D | +1.4% | +8.1% | -6.7% | -3.9% |
| 3M | -23.4% | +0.2% | -23.6% | -23.6% |
| 6M | -19.4% | +0.4% | -19.8% | -19.7% |
| YTD | -18.5% | +8.5% | -27.0% | -22.8% |
| 1Y | -19.5% | +4.9% | -24.5% | -22.2% |
| 3Y | -21.0% | +47.9% | -68.9% | -39.8% |
| All | +14.1% | +75.0% | -60.9% | -27.6% |
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