+89.8%
PCG vs SYY
+4,395.2%
-4,305.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | -1.1% | -4.1% | +3.1% | 0.0% |
| 30D | +0.1% | +0.3% | -0.2% | -0.3% |
| 3M | -24.4% | -6.3% | -18.1% | -23.0% |
| 6M | -17.7% | +9.7% | -27.3% | -20.4% |
| YTD | -17.4% | +9.4% | -26.9% | -20.9% |
| 1Y | -19.4% | +7.3% | -26.6% | -22.3% |
| 3Y | -18.6% | +27.6% | -46.2% | -26.4% |
| 5Y | +10.2% | +12.5% | -2.3% | +3.0% |
| 10Y | -76.7% | +87.4% | -164.1% | -82.3% |
| All | +89.8% | +4,395.2% | -4,305.4% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling