-47.4%
PCG vs SPXU
-100.0%
+52.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.7% |
| 7D | -13.9% | -0.1% | -13.7% | -13.8% |
| 30D | -16.9% | +0.8% | -17.7% | -16.6% |
| 3M | -14.7% | -4.7% | -10.0% | -15.4% |
| 6M | -23.8% | -29.6% | +5.8% | -29.4% |
| YTD | -10.5% | -29.9% | +19.4% | -17.0% |
| 1Y | -5.1% | -39.1% | +34.0% | -14.7% |
| 3Y | -11.6% | -80.0% | +68.4% | -36.0% |
| 5Y | +59.0% | -86.0% | +145.1% | +17.2% |
| 10Y | -75.7% | -99.5% | +23.8% | -89.3% |
| All | -47.4% | -100.0% | +52.6% | -86.5% |
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