+61.8%
PCG vs SPMO
+149.9%
-88.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | +5.4% | +3.4% | +2.0% | +4.1% |
| 30D | -15.1% | +0.5% | -15.6% | -15.4% |
| 3M | -9.8% | +1.9% | -11.7% | -11.6% |
| 6M | -18.0% | +27.8% | -45.8% | -28.7% |
| YTD | -7.2% | +26.7% | -33.9% | -19.2% |
| 1Y | +2.9% | +28.9% | -26.0% | -11.5% |
| 3Y | -11.1% | +160.7% | -171.8% | -54.7% |
| 5Y | +61.8% | +150.2% | -88.4% | -17.0% |
| All | +61.8% | +149.9% | -88.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling