+54.2%
PCG vs SU
+360.6%
-306.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -5.9% | -4.5% |
| 7D | +6.5% | +1.6% | +4.9% | +6.1% |
| 30D | -16.7% | +10.7% | -27.5% | -18.3% |
| 3M | -14.2% | +13.5% | -27.7% | -16.3% |
| 6M | -21.5% | +21.8% | -43.3% | -24.8% |
| YTD | -11.2% | +58.8% | -70.0% | -19.5% |
| 1Y | -4.2% | +72.0% | -76.2% | -14.7% |
| 3Y | -14.9% | +121.7% | -136.6% | -29.7% |
| 5Y | +54.2% | +350.4% | -296.2% | +6.9% |
| All | +54.2% | +360.6% | -306.3% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling