-76.0%
PCG vs SPG
+113.9%
-189.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | +2.2% | +2.0% | +0.2% | +1.4% |
| 30D | +0.8% | +17.2% | -16.5% | -5.3% |
| 3M | -23.8% | +6.3% | -30.1% | -25.6% |
| 6M | -19.6% | +18.7% | -38.3% | -24.8% |
| YTD | -16.7% | +30.1% | -46.8% | -24.8% |
| 1Y | -19.4% | +32.8% | -52.1% | -27.8% |
| 3Y | -18.3% | +133.6% | -151.9% | -41.6% |
| 5Y | +10.4% | +84.4% | -74.0% | -15.5% |
| All | -76.0% | +113.9% | -189.9% | -82.3% |
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