-20.0%
PCG vs SPY
+78.7%
-98.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.0% | +3.3% | -5.3% | -3.4% |
| 30D | -2.7% | -2.7% | 0.0% | -1.6% |
| 3M | -25.1% | -1.7% | -23.3% | -24.5% |
| 6M | -22.3% | +3.1% | -25.4% | -23.5% |
| YTD | -18.5% | +11.9% | -30.4% | -23.1% |
| 1Y | -21.8% | +12.0% | -33.8% | -26.3% |
| All | -20.0% | +78.7% | -98.8% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling