-76.7%
PCG vs SPG
+117.3%
-194.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.5% |
| 7D | -1.1% | +5.1% | -6.1% | -2.9% |
| 30D | +0.1% | +16.8% | -16.8% | -5.8% |
| 3M | -24.4% | +5.7% | -30.1% | -26.0% |
| 6M | -17.7% | +17.8% | -35.5% | -22.7% |
| YTD | -17.4% | +30.1% | -47.5% | -25.4% |
| 1Y | -19.4% | +32.8% | -52.2% | -27.8% |
| 3Y | -18.6% | +137.2% | -155.8% | -42.1% |
| 5Y | +10.2% | +81.5% | -71.2% | -15.2% |
| 10Y | -76.7% | +116.5% | -193.2% | -83.1% |
| All | -76.7% | +117.3% | -194.0% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling