-30.6%
PCG vs SUNB
+13.4%
-44.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +1.3% |
| 7D | -1.1% | -2.6% | +1.5% | -1.1% |
| 30D | +0.1% | +8.6% | -8.5% | +0.1% |
| 3M | -24.4% | +1.1% | -25.5% | -24.3% |
| 6M | -17.7% | +13.1% | -30.8% | -18.0% |
| All | -30.6% | +13.4% | -44.0% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling