-76.5%
PCG vs SYY
+86.6%
-163.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.0% | +1.3% | -3.3% | -2.5% |
| 30D | -2.7% | -3.5% | +0.8% | -1.7% |
| 3M | -25.1% | -9.3% | -15.7% | -22.3% |
| 6M | -22.3% | +5.9% | -28.2% | -24.6% |
| YTD | -18.5% | +6.5% | -24.9% | -22.3% |
| 1Y | -21.8% | +4.0% | -25.9% | -24.8% |
| 3Y | -21.0% | +23.0% | -44.0% | -30.4% |
| 5Y | +8.1% | +14.3% | -6.3% | -3.0% |
| All | -76.5% | +86.6% | -163.1% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling