+54.5%
PCG vs SPXS
-86.0%
+140.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.7% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.9% | +0.8% | -17.7% | -16.7% |
| 3M | -14.7% | -4.7% | -10.0% | -15.3% |
| 6M | -23.8% | -29.6% | +5.8% | -28.7% |
| YTD | -10.5% | -29.8% | +19.3% | -16.2% |
| 1Y | -5.1% | -38.9% | +33.8% | -13.6% |
| 3Y | -11.6% | -79.6% | +68.0% | -34.2% |
| All | +54.5% | -86.0% | +140.4% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling