-76.0%
PCG vs SPG
+59.6%
-135.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | -13.9% | -2.4% | -11.5% | -13.0% |
| 30D | -16.9% | -6.8% | -10.0% | -14.5% |
| 3M | -14.7% | +2.7% | -17.4% | -15.6% |
| 6M | -23.8% | +5.5% | -29.3% | -25.4% |
| YTD | -10.5% | +15.7% | -26.2% | -15.4% |
| 1Y | -5.1% | +20.9% | -26.0% | -11.8% |
| 3Y | -11.6% | +112.4% | -124.0% | -34.5% |
| 5Y | +59.0% | +101.4% | -42.3% | +17.6% |
| All | -76.0% | +59.6% | -135.5% | -79.3% |
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