-11.1%
PCG vs SU
+117.9%
-129.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.6% |
| 7D | +5.4% | -1.0% | +6.4% | +5.5% |
| 30D | -15.1% | +13.7% | -28.8% | -16.0% |
| 3M | -9.8% | +8.0% | -17.8% | -10.4% |
| 6M | -18.0% | +21.0% | -39.0% | -19.8% |
| YTD | -7.2% | +56.2% | -63.5% | -12.0% |
| 1Y | +2.9% | +72.2% | -69.3% | -3.6% |
| 3Y | -11.1% | +118.1% | -129.2% | -20.0% |
| All | -11.1% | +117.9% | -129.0% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling