-16.0%
PCG vs SYY
+8.7%
-24.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.2% |
| 7D | +1.9% | -6.3% | +8.2% | +2.9% |
| 30D | +8.5% | +0.7% | +7.8% | +8.1% |
| 3M | -22.9% | -6.4% | -16.5% | -22.1% |
| 6M | -16.8% | +7.6% | -24.4% | -17.5% |
| YTD | -15.8% | +7.4% | -23.2% | -16.9% |
| 1Y | -16.0% | +8.3% | -24.3% | -17.1% |
| All | -16.0% | +8.7% | -24.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling