+105.7%
PCG vs SYY
+4,458.5%
-4,352.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | -13.9% | -2.3% | -11.5% | -13.1% |
| 30D | -16.9% | -4.9% | -11.9% | -15.4% |
| 3M | -14.7% | +8.4% | -23.1% | -16.9% |
| 6M | -23.8% | -7.4% | -16.5% | -22.4% |
| YTD | -10.5% | +11.0% | -21.5% | -14.3% |
| 1Y | -5.1% | -0.2% | -4.9% | -6.0% |
| 3Y | -11.6% | +23.8% | -35.4% | -19.0% |
| 5Y | +59.0% | +18.1% | +40.9% | +46.6% |
| 10Y | -75.7% | +94.6% | -170.3% | -81.7% |
| All | +105.7% | +4,458.5% | -4,352.8% | -17.9% |
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 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