-76.5%
PCG vs SPG
+114.5%
-191.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.0% | +3.1% | -5.1% | -3.1% |
| 30D | -2.7% | +16.4% | -19.1% | -8.3% |
| 3M | -25.1% | +7.1% | -32.1% | -27.0% |
| 6M | -22.3% | +16.1% | -38.4% | -26.7% |
| YTD | -18.5% | +30.4% | -48.9% | -26.5% |
| 1Y | -21.8% | +33.0% | -54.8% | -30.0% |
| 3Y | -21.0% | +134.6% | -155.7% | -43.7% |
| 5Y | +8.1% | +84.9% | -76.8% | -17.4% |
| All | -76.5% | +114.5% | -191.0% | -82.7% |
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