-48.7%
PCG vs SPXS
-100.0%
+51.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -2.2% |
| 7D | -1.6% | +7.5% | -9.1% | +0.2% |
| 30D | +1.4% | +17.5% | -16.1% | +5.5% |
| 3M | -23.4% | +14.7% | -38.1% | -20.6% |
| 6M | -19.4% | -0.1% | -19.2% | -18.7% |
| YTD | -18.5% | -19.7% | +1.3% | -21.3% |
| 1Y | -19.5% | -23.6% | +4.1% | -23.1% |
| 3Y | -21.0% | -79.2% | +58.2% | -40.7% |
| 5Y | +13.7% | -81.7% | +95.5% | -8.4% |
| 10Y | -77.2% | -99.5% | +22.4% | -88.9% |
| All | -48.7% | -100.0% | +51.3% | -86.1% |
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 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