-19.5%
PCG vs SPG
+31.7%
-51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -1.6% | +4.9% | -6.5% | -4.3% |
| 30D | +1.4% | +15.6% | -14.2% | -7.0% |
| 3M | -23.4% | +4.1% | -27.5% | -24.9% |
| 6M | -19.4% | +13.6% | -32.9% | -25.2% |
| YTD | -18.5% | +27.5% | -46.0% | -30.0% |
| 1Y | -19.5% | +32.2% | -51.8% | -32.6% |
| All | -19.5% | +31.7% | -51.2% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling