-19.2%
PCG vs SPMO
+8.6%
-27.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.5% | -2.6% | +2.2% | -0.5% |
| 30D | +0.8% | -14.2% | +15.0% | +0.4% |
| 3M | -22.0% | -12.7% | -9.4% | -22.2% |
| 6M | -17.1% | -9.6% | -7.5% | -17.8% |
| YTD | -16.9% | +9.3% | -26.2% | -20.0% |
| All | -19.2% | +8.6% | -27.9% | -22.6% |
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