+12.0%
PCG vs SPY
+3,091.8%
-3,079.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.9% |
| YTD | -10.5% | +13.5% | -24.0% | -18.0% |
| 1Y | -5.1% | +20.0% | -25.1% | -16.2% |
| 3Y | -11.6% | +77.2% | -88.8% | -40.0% |
| 5Y | +59.0% | +81.9% | -22.9% | +5.7% |
| 10Y | -75.7% | +314.1% | -389.8% | -90.0% |
| All | +12.0% | +3,091.8% | -3,079.8% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling