-29.8%
SYK vs PCG
-7.3%
-22.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | -12.3% | +0.5% | -12.8% | -12.5% |
| 30D | -22.4% | -18.9% | -3.5% | -20.2% |
| 3M | -12.3% | -15.8% | +3.5% | -10.8% |
| 6M | -24.3% | -22.6% | -1.8% | -22.0% |
| YTD | -22.8% | -12.2% | -10.6% | -21.9% |
| All | -29.8% | -7.3% | -22.5% | -29.5% |
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