-5.3%
SYK vs PCG
-14.1%
+8.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.5% | +9.3% |
| 7D | +11.7% | +1.9% | +9.8% | +11.5% |
| 30D | +19.1% | +8.5% | +10.6% | +18.2% |
| 3M | +1.4% | -22.9% | +24.3% | +4.7% |
| 6M | +17.4% | -16.8% | +34.2% | +18.7% |
| YTD | -2.5% | -15.8% | +13.3% | -0.7% |
| 1Y | -5.3% | -16.0% | +10.7% | -4.2% |
| All | -5.3% | -14.1% | +8.8% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling