-75.3%
PCG vs SPYG
+412.5%
-487.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | +6.5% | +0.3% | +6.1% | +6.3% |
| 30D | -16.7% | -1.7% | -15.0% | -15.9% |
| 3M | -14.2% | +3.6% | -17.8% | -16.5% |
| 6M | -21.5% | +16.6% | -38.0% | -29.5% |
| YTD | -11.2% | +13.4% | -24.6% | -19.2% |
| 1Y | -4.2% | +19.6% | -23.8% | -16.2% |
| 3Y | -14.9% | +99.8% | -114.6% | -50.1% |
| 5Y | +54.2% | +85.0% | -30.7% | -5.8% |
| 10Y | -75.3% | +422.1% | -497.4% | -93.1% |
| All | -75.3% | +412.5% | -487.8% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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