-7.2%
SYK vs PCG
-16.3%
+9.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.7% |
| 7D | -12.3% | +0.5% | -12.8% | -12.5% |
| 30D | -22.4% | -18.9% | -3.5% | -19.6% |
| 3M | -12.3% | -15.8% | +3.5% | -10.0% |
| 6M | -24.3% | -22.6% | -1.8% | -20.9% |
| YTD | -22.8% | -12.2% | -10.6% | -21.7% |
| 1Y | -28.8% | -7.1% | -21.7% | -28.9% |
| All | -7.2% | -16.3% | +9.1% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling