+105.7%
PCG vs SO
+5,976.4%
-5,870.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +3.0% |
| 7D | -13.9% | -0.2% | -13.7% | -13.7% |
| 30D | -16.9% | -4.6% | -12.3% | -13.9% |
| 3M | -14.7% | -3.0% | -11.7% | -12.8% |
| 6M | -23.8% | -8.3% | -15.6% | -18.9% |
| YTD | -10.5% | +3.5% | -14.0% | -12.8% |
| 1Y | -5.1% | -0.9% | -4.2% | -4.7% |
| 3Y | -11.6% | +45.4% | -57.0% | -33.6% |
| 5Y | +59.0% | +59.6% | -0.6% | +9.9% |
| 10Y | -75.7% | +156.6% | -232.3% | -88.2% |
| All | +105.7% | +5,976.4% | -5,870.7% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling