-77.2%
PCG vs SW
+185.4%
-262.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | 0.0% | +4.7% | -4.7% | -0.3% |
| 30D | +5.8% | +5.0% | +0.8% | +5.4% |
| 3M | -22.8% | -7.3% | -15.4% | -22.4% |
| 6M | -18.4% | +15.0% | -33.4% | -19.3% |
| YTD | -16.9% | +18.5% | -35.4% | -18.1% |
| 1Y | -17.6% | +27.1% | -44.8% | -19.2% |
| 3Y | -20.0% | +49.3% | -69.3% | -22.5% |
| 5Y | +16.0% | -1.6% | +17.7% | +13.1% |
| All | -77.2% | +185.4% | -262.6% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling