-77.6%
PCG vs SPY
+312.9%
-390.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -1.6% | -2.7% | +1.1% | +0.6% |
| 30D | +1.4% | -5.4% | +6.8% | +6.1% |
| 3M | -23.4% | -4.1% | -19.3% | -20.8% |
| 6M | -19.4% | +0.7% | -20.1% | -20.4% |
| YTD | -18.5% | +8.7% | -27.2% | -25.0% |
| 1Y | -19.5% | +10.9% | -30.4% | -27.3% |
| 3Y | -21.0% | +75.0% | -96.0% | -54.1% |
| 5Y | +13.7% | +67.8% | -54.1% | -32.0% |
| All | -77.6% | +312.9% | -390.5% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling