-18.6%
PCG vs SU
+7.7%
-26.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.8% |
| 7D | -2.2% | -4.3% | +2.0% | -2.7% |
| 30D | -0.5% | -6.2% | +5.7% | -1.1% |
| 3M | -24.0% | +9.7% | -33.7% | -23.1% |
| 6M | -18.6% | +7.3% | -25.9% | -18.9% |
| All | -18.6% | +7.7% | -26.3% | -18.9% |
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 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