-16.0%
PCG vs SPG
+34.3%
-50.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.8% |
| 7D | +1.9% | +8.2% | -6.3% | -2.6% |
| 30D | +8.5% | +13.5% | -5.0% | +0.7% |
| 3M | -22.9% | +2.2% | -25.1% | -23.6% |
| 6M | -16.8% | +15.9% | -32.6% | -23.6% |
| YTD | -15.8% | +27.6% | -43.4% | -27.5% |
| 1Y | -16.0% | +30.9% | -46.9% | -28.9% |
| All | -16.0% | +34.3% | -50.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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