-75.2%
PCG vs SYY
+94.9%
-170.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +5.4% | -2.8% | +8.2% | +6.6% |
| 30D | -15.1% | -5.3% | -9.8% | -13.1% |
| 3M | -9.8% | +5.1% | -14.9% | -11.7% |
| 6M | -18.0% | -5.0% | -13.0% | -17.0% |
| YTD | -7.2% | +10.7% | -17.9% | -12.5% |
| 1Y | +2.9% | +0.7% | +2.2% | +1.0% |
| 3Y | -11.1% | +24.0% | -35.1% | -21.5% |
| 5Y | +61.8% | +19.3% | +42.5% | +43.1% |
| 10Y | -75.2% | +96.4% | -171.6% | -83.9% |
| All | -75.2% | +94.9% | -170.0% | -83.9% |
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