+91.1%
PCG vs SYY
+4,352.2%
-4,261.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.0% |
| 7D | -0.5% | +4.7% | -5.2% | -2.0% |
| 30D | +0.8% | -0.7% | +1.4% | +0.7% |
| 3M | -22.0% | -6.8% | -15.3% | -20.5% |
| 6M | -17.1% | +8.6% | -25.7% | -19.6% |
| YTD | -16.9% | +8.4% | -25.3% | -20.1% |
| 1Y | -19.1% | +7.1% | -26.2% | -22.0% |
| 3Y | -19.4% | +25.2% | -44.7% | -26.7% |
| 5Y | +9.0% | +13.0% | -4.0% | +1.8% |
| 10Y | -76.2% | +88.9% | -165.1% | -81.9% |
| All | +91.1% | +4,352.2% | -4,261.1% | -23.5% |
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