-22.0%
PCG vs SUNB
-4.1%
-17.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.6% | +3.6% |
| 7D | +5.4% | +3.4% | +2.1% | +5.4% |
| 30D | -15.1% | -14.5% | -0.6% | -15.1% |
| 3M | -9.8% | -13.8% | +4.0% | -9.5% |
| 6M | -18.0% | -5.9% | -12.1% | -19.4% |
| All | -22.0% | -4.1% | -17.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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