-73.1%
PCG vs SPMO
+504.7%
-577.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -3.0% |
| 7D | -2.2% | +1.8% | -4.0% | -3.5% |
| 30D | -0.5% | -10.0% | +9.5% | +5.2% |
| 3M | -24.0% | -9.4% | -14.6% | -20.2% |
| 6M | -18.6% | -7.7% | -10.9% | -17.2% |
| YTD | -17.7% | +13.3% | -31.0% | -27.0% |
| 1Y | -20.0% | +12.7% | -32.7% | -29.0% |
| 3Y | -20.2% | +127.5% | -147.7% | -58.6% |
| 5Y | +8.4% | +119.7% | -111.3% | -42.6% |
| 10Y | -76.4% | +469.5% | -545.9% | -92.1% |
| All | -73.1% | +504.7% | -577.8% | -90.9% |
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