-76.4%
PCG vs SPG
+116.4%
-192.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | +2.7% | -5.0% | -3.3% |
| 30D | -0.5% | +16.6% | -17.0% | -6.2% |
| 3M | -24.0% | +8.1% | -32.0% | -26.2% |
| 6M | -18.6% | +19.3% | -38.0% | -24.0% |
| YTD | -17.7% | +31.1% | -48.8% | -25.9% |
| 1Y | -20.0% | +32.8% | -52.8% | -28.3% |
| 3Y | -20.2% | +135.8% | -156.0% | -43.2% |
| 5Y | +8.4% | +85.1% | -76.7% | -17.2% |
| 10Y | -76.4% | +115.9% | -192.3% | -82.9% |
| All | -76.4% | +116.4% | -192.8% | -82.9% |
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 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