-19.4%
PCG vs SU
+61.1%
-80.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.2% |
| 7D | +2.2% | +1.7% | +0.4% | +2.3% |
| 30D | +0.8% | -7.9% | +8.6% | +0.2% |
| 3M | -23.8% | +7.5% | -31.3% | -23.4% |
| 6M | -19.6% | +7.2% | -26.8% | -19.5% |
| YTD | -16.7% | +60.9% | -77.6% | -23.2% |
| 1Y | -19.4% | +63.6% | -83.0% | -26.6% |
| All | -19.4% | +61.1% | -80.5% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling