-76.4%
PCG vs SW
+189.7%
-266.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | +0.5% |
| 7D | +1.9% | +12.1% | -10.1% | +1.1% |
| 30D | +8.5% | +6.6% | +1.9% | +8.0% |
| 3M | -22.9% | -6.0% | -16.9% | -22.6% |
| 6M | -16.8% | +21.5% | -38.2% | -18.0% |
| YTD | -15.8% | +20.3% | -36.1% | -17.1% |
| 1Y | -16.0% | +28.1% | -44.1% | -17.7% |
| 3Y | -18.9% | +51.6% | -70.5% | -21.6% |
| 5Y | +17.4% | -0.1% | +17.5% | +14.3% |
| 10Y | -76.4% | +189.7% | -266.1% | -77.8% |
| All | -76.4% | +189.7% | -266.1% | -77.8% |
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