+54.5%
PCG vs SPY
+82.0%
-27.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -16.9% | +0.1% | -16.9% | -16.9% |
| 3M | -14.7% | +2.0% | -16.7% | -16.0% |
| 6M | -23.8% | +13.0% | -36.8% | -29.8% |
| YTD | -10.5% | +13.5% | -24.0% | -17.9% |
| 1Y | -5.1% | +20.0% | -25.1% | -16.2% |
| 3Y | -11.6% | +77.2% | -88.8% | -41.7% |
| All | +54.5% | +82.0% | -27.6% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling