-76.5%
PCG vs SPXS
-99.5%
+23.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.7% |
| 7D | -2.0% | -9.5% | +7.5% | -4.6% |
| 30D | -2.7% | +7.4% | -10.1% | -0.3% |
| 3M | -25.1% | +6.1% | -31.2% | -23.3% |
| 6M | -22.3% | -7.3% | -15.0% | -23.2% |
| YTD | -18.5% | -26.7% | +8.2% | -24.1% |
| 1Y | -21.8% | -26.2% | +4.4% | -26.9% |
| 3Y | -21.0% | -80.3% | +59.3% | -46.9% |
| 5Y | +8.1% | -83.4% | +91.5% | -21.0% |
| All | -76.5% | -99.5% | +23.0% | -91.3% |
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