-76.5%
PCG vs SU
+239.2%
-315.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -2.7% | -7.9% | +5.2% | -1.0% |
| 3M | -25.1% | +9.2% | -34.2% | -27.0% |
| 6M | -22.3% | +5.5% | -27.8% | -24.0% |
| YTD | -18.5% | +59.5% | -78.0% | -28.5% |
| 1Y | -21.8% | +59.9% | -81.8% | -31.5% |
| 3Y | -21.0% | +130.3% | -151.3% | -38.4% |
| 5Y | +8.1% | +225.3% | -217.2% | -25.3% |
| All | -76.5% | +239.2% | -315.7% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling