-19.2%
PCG vs SU
+129.2%
-148.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | -2.2% | -4.3% | +2.0% | -2.1% |
| 30D | -0.5% | -6.2% | +5.7% | -0.3% |
| 3M | -24.0% | +9.7% | -33.7% | -24.5% |
| 6M | -18.6% | +7.3% | -25.9% | -19.2% |
| YTD | -17.7% | +58.7% | -76.4% | -21.6% |
| 1Y | -20.0% | +59.7% | -79.7% | -23.9% |
| All | -19.2% | +129.2% | -148.4% | -27.1% |
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