+105.7%
PCG vs SU
+60,256.6%
-60,150.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -13.9% | +3.6% | -17.4% | -13.9% |
| 30D | -16.9% | +7.9% | -24.7% | -16.9% |
| 3M | -14.7% | +3.5% | -18.2% | -14.7% |
| 6M | -23.8% | +19.0% | -42.8% | -23.8% |
| YTD | -10.5% | +55.0% | -65.5% | -10.5% |
| 1Y | -5.1% | +71.2% | -76.3% | -5.1% |
| 3Y | -11.6% | +117.4% | -129.0% | -11.6% |
| 5Y | +59.0% | +335.2% | -276.1% | +58.9% |
| 10Y | -75.7% | +248.7% | -324.5% | -75.8% |
| All | +105.7% | +60,256.6% | -60,150.9% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling