-76.0%
PCG vs SW
+147.8%
-223.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.3% |
| 7D | -13.9% | -5.1% | -8.8% | -13.5% |
| 30D | -16.9% | -4.6% | -12.3% | -16.6% |
| 3M | -14.7% | +9.4% | -24.1% | -15.4% |
| 6M | -23.8% | +3.5% | -27.3% | -24.2% |
| YTD | -10.5% | +22.0% | -32.5% | -12.0% |
| 1Y | -5.1% | +2.2% | -7.3% | -5.7% |
| 3Y | -11.6% | +19.6% | -31.2% | -13.6% |
| 5Y | +59.0% | -2.3% | +61.3% | +54.9% |
| All | -76.0% | +147.8% | -223.8% | -77.9% |
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