-75.2%
PCG vs SPXS
-99.5%
+24.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +4.1% |
| 7D | +5.4% | -1.5% | +7.0% | +5.0% |
| 30D | -15.1% | +3.7% | -18.8% | -14.2% |
| 3M | -9.8% | -9.6% | -0.2% | -12.0% |
| 6M | -18.0% | -32.4% | +14.4% | -26.0% |
| YTD | -7.2% | -28.7% | +21.4% | -14.8% |
| 1Y | +2.9% | -38.1% | +41.0% | -8.9% |
| 3Y | -11.1% | -80.1% | +69.0% | -40.0% |
| 5Y | +61.8% | -85.9% | +147.7% | +12.0% |
| 10Y | -75.2% | -99.5% | +24.4% | -91.1% |
| All | -75.2% | -99.5% | +24.4% | -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