-2.9%
PCG vs SPG
+5,756.7%
-5,759.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | 0.0% | +5.0% | -5.0% | -1.3% |
| 30D | +5.8% | +12.3% | -6.5% | +2.6% |
| 3M | -22.8% | +1.9% | -24.6% | -23.1% |
| 6M | -18.4% | +14.4% | -32.8% | -21.2% |
| YTD | -16.9% | +26.5% | -43.4% | -21.8% |
| 1Y | -17.6% | +30.7% | -48.3% | -23.2% |
| 3Y | -20.0% | +122.6% | -142.6% | -35.3% |
| 5Y | +16.0% | +73.3% | -57.3% | -1.2% |
| 10Y | -76.7% | +111.1% | -187.8% | -82.7% |
| All | -2.9% | +5,756.7% | -5,759.6% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling