-76.2%
PCG vs SPG
+117.2%
-193.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -0.5% | +5.6% | -6.0% | -2.5% |
| 30D | +0.8% | +17.6% | -16.8% | -5.4% |
| 3M | -22.0% | +7.5% | -29.5% | -24.2% |
| 6M | -17.1% | +18.5% | -35.6% | -22.4% |
| YTD | -16.9% | +30.9% | -47.8% | -25.1% |
| 1Y | -19.1% | +34.1% | -53.2% | -27.8% |
| 3Y | -19.4% | +135.5% | -155.0% | -42.6% |
| 5Y | +9.0% | +86.5% | -77.5% | -16.9% |
| 10Y | -76.2% | +116.1% | -192.2% | -82.7% |
| All | -76.2% | +117.2% | -193.4% | -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