-21.0%
PCG vs SPG
+124.5%
-145.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -1.6% | +4.9% | -6.5% | -3.7% |
| 30D | +1.4% | +15.6% | -14.2% | -5.0% |
| 3M | -23.4% | +4.1% | -27.5% | -24.7% |
| 6M | -19.4% | +13.6% | -32.9% | -23.8% |
| YTD | -18.5% | +27.5% | -46.0% | -26.6% |
| 1Y | -19.5% | +32.2% | -51.8% | -28.6% |
| 3Y | -21.0% | +126.0% | -147.0% | -45.1% |
| All | -21.0% | +124.5% | -145.5% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling