+20.2%
SGOV vs PCG
+30.9%
-10.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | 0.0% |
| 7D | +0.1% | +5.4% | -5.3% | +0.1% |
| 30D | +0.3% | -15.1% | +15.4% | +0.3% |
| 3M | +0.9% | -9.8% | +10.7% | +0.9% |
| 6M | +1.8% | -18.0% | +19.8% | +1.8% |
| YTD | +2.5% | -7.2% | +9.7% | +2.5% |
| 1Y | +3.8% | +2.9% | +0.9% | +3.8% |
| 3Y | +14.3% | -11.1% | +25.4% | +14.3% |
| 5Y | +20.1% | +61.8% | -41.7% | +20.1% |
| All | +20.2% | +30.9% | -10.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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