-48.2%
PCG vs SPXS
-100.0%
+51.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.9% |
| 7D | -2.2% | +1.5% | -3.7% | -1.7% |
| 30D | -0.5% | +6.3% | -6.8% | +1.3% |
| 3M | -24.0% | +4.2% | -28.2% | -22.8% |
| 6M | -18.6% | -7.9% | -10.7% | -19.4% |
| YTD | -17.7% | -27.5% | +9.8% | -22.3% |
| 1Y | -20.0% | -27.0% | +7.0% | -24.3% |
| 3Y | -20.2% | -80.5% | +60.3% | -41.1% |
| 5Y | +8.4% | -84.0% | +92.3% | -15.2% |
| 10Y | -76.4% | -99.5% | +23.1% | -88.6% |
| All | -48.2% | -100.0% | +51.8% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling