-51.6%
PCG vs SPXU
-100.0%
+48.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.9% |
| 7D | -2.2% | +1.5% | -3.8% | -1.6% |
| 30D | -0.5% | +6.4% | -6.8% | +1.5% |
| 3M | -24.0% | +4.2% | -28.2% | -22.7% |
| 6M | -18.6% | -7.8% | -10.8% | -19.5% |
| YTD | -17.7% | -27.5% | +9.9% | -22.7% |
| 1Y | -20.0% | -27.1% | +7.1% | -24.7% |
| 3Y | -20.2% | -80.8% | +60.6% | -42.9% |
| 5Y | +8.4% | -84.1% | +92.5% | -17.3% |
| 10Y | -76.4% | -99.5% | +23.1% | -89.4% |
| All | -51.6% | -100.0% | +48.4% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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