+22,814.2%
SYK vs PCG
+110.8%
+22,703.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.6% | -12.4% | -9.3% |
| 7D | -12.9% | +5.4% | -18.3% | -13.6% |
| 30D | -18.5% | -15.1% | -3.3% | -17.2% |
| 3M | -8.1% | -9.8% | +1.7% | -7.3% |
| 6M | -23.8% | -18.0% | -5.8% | -22.2% |
| YTD | -20.9% | -7.2% | -13.7% | -20.7% |
| 1Y | -29.0% | +2.9% | -31.8% | -29.7% |
| 3Y | -1.7% | -11.1% | +9.4% | -1.4% |
| 5Y | +4.0% | +61.8% | -57.8% | -3.6% |
| 10Y | +168.8% | -75.2% | +243.9% | +177.7% |
| All | +22,814.2% | +110.8% | +22,703.4% | +13,332.2% |
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