+4.1%
PCG vs SPY
+3,015.5%
-3,011.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | +0.8% | -3.7% | +4.4% | +3.1% |
| 3M | -22.0% | -2.7% | -19.3% | -20.7% |
| 6M | -17.1% | +2.2% | -19.3% | -18.6% |
| YTD | -16.9% | +10.8% | -27.7% | -22.7% |
| 1Y | -19.1% | +11.2% | -30.3% | -25.0% |
| 3Y | -19.4% | +76.5% | -95.9% | -45.2% |
| 5Y | +9.0% | +72.9% | -63.9% | -25.2% |
| 10Y | -76.2% | +304.8% | -381.0% | -90.0% |
| All | +4.1% | +3,015.5% | -3,011.4% | -89.0% |
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