+2.9%
PCG vs SPXS
-38.2%
+41.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.7% |
| 7D | +5.4% | -1.5% | +7.0% | +5.3% |
| 30D | -15.1% | +3.7% | -18.8% | -14.9% |
| 3M | -9.8% | -9.6% | -0.2% | -10.1% |
| 6M | -18.0% | -32.4% | +14.4% | -21.0% |
| YTD | -7.2% | -28.7% | +21.4% | -10.4% |
| 1Y | +2.9% | -38.1% | +41.0% | -6.4% |
| All | +2.9% | -38.2% | +41.1% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling