+10.2%
PCG vs SPYG
+67.2%
-57.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.3% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | +0.1% | -8.4% | +8.5% | +3.3% |
| 3M | -24.4% | -6.2% | -18.2% | -22.7% |
| 6M | -17.7% | -1.8% | -15.9% | -17.6% |
| YTD | -17.4% | +8.4% | -25.8% | -20.9% |
| 1Y | -19.4% | +10.1% | -29.4% | -23.4% |
| 3Y | -18.6% | +94.9% | -113.5% | -42.9% |
| 5Y | +10.2% | +68.5% | -58.2% | -18.4% |
| All | +10.2% | +67.2% | -57.0% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling