-5.1%
PCG vs SPMO
+29.9%
-35.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.9% | +2.5% |
| 7D | -13.9% | +2.0% | -15.9% | -13.8% |
| 30D | -16.9% | -0.4% | -16.5% | -16.9% |
| 3M | -14.7% | -1.9% | -12.9% | -14.9% |
| 6M | -23.8% | +25.0% | -48.9% | -26.3% |
| YTD | -10.5% | +26.0% | -36.5% | -13.5% |
| 1Y | -5.1% | +28.7% | -33.8% | -9.0% |
| All | -5.1% | +29.9% | -35.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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