-22.3%
SYK vs PCG
-6.6%
-15.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.9% |
| 7D | -8.3% | -13.9% | +5.5% | -6.4% |
| 30D | -10.1% | -16.9% | +6.8% | -7.9% |
| 3M | +0.9% | -14.7% | +15.6% | +2.6% |
| 6M | -20.2% | -23.8% | +3.6% | -17.5% |
| YTD | -13.3% | -10.5% | -2.8% | -12.4% |
| 1Y | -22.3% | -5.1% | -17.2% | -21.6% |
| All | -22.3% | -6.6% | -15.8% | -21.6% |
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