-70.8%
PCG vs SPMO
+572.4%
-643.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.9% | +1.5% |
| 7D | -13.9% | +2.0% | -15.9% | -14.9% |
| 30D | -16.9% | -0.4% | -16.5% | -16.8% |
| 3M | -14.7% | -1.9% | -12.9% | -15.4% |
| 6M | -23.8% | +25.0% | -48.9% | -35.6% |
| YTD | -10.5% | +26.0% | -36.5% | -24.9% |
| 1Y | -5.1% | +28.7% | -33.8% | -21.8% |
| 3Y | -11.6% | +160.9% | -172.5% | -57.6% |
| 5Y | +59.0% | +147.9% | -88.9% | -21.1% |
| 10Y | -75.7% | +518.9% | -594.7% | -92.3% |
| All | -70.8% | +572.4% | -643.2% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling