-76.2%
PCG vs SPXS
-99.5%
+23.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +1.0% |
| 7D | -0.5% | +0.4% | -0.9% | 0.0% |
| 30D | +0.8% | +10.8% | -10.1% | +4.2% |
| 3M | -22.0% | +9.6% | -31.7% | -19.5% |
| 6M | -17.1% | -4.7% | -12.4% | -17.4% |
| YTD | -16.9% | -24.6% | +7.7% | -21.9% |
| 1Y | -19.1% | -24.6% | +5.5% | -23.9% |
| 3Y | -19.4% | -79.8% | +60.3% | -45.4% |
| 5Y | +9.0% | -83.3% | +92.3% | -20.3% |
| 10Y | -76.2% | -99.5% | +23.3% | -91.1% |
| All | -76.2% | -99.5% | +23.3% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling