-21.8%
PCG vs SPYG
+8.1%
-29.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.0% | +4.2% | -6.2% | -2.0% |
| 30D | -2.7% | -7.4% | +4.7% | -2.9% |
| 3M | -25.1% | -5.3% | -19.8% | -25.1% |
| 6M | -22.3% | -1.2% | -21.1% | -22.0% |
| YTD | -18.5% | +9.0% | -27.5% | -20.2% |
| 1Y | -21.8% | +8.8% | -30.6% | -23.5% |
| All | -21.8% | +8.1% | -29.9% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling