-22.3%
PCG vs SU
+7.3%
-29.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | -2.0% | +0.3% | -2.3% | -1.9% |
| 30D | -2.7% | -7.9% | +5.2% | -3.7% |
| 3M | -25.1% | +9.2% | -34.2% | -23.9% |
| 6M | -22.3% | +5.5% | -27.8% | -23.3% |
| All | -22.3% | +7.3% | -29.6% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling