-3.4%
PCG vs SPYG
+564.9%
-568.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | +0.4% | -14.2% | -14.0% |
| 30D | -16.9% | -0.4% | -16.4% | -16.7% |
| 3M | -14.7% | +0.5% | -15.3% | -15.3% |
| 6M | -23.8% | +17.5% | -41.3% | -29.9% |
| YTD | -10.5% | +14.3% | -24.8% | -16.8% |
| 1Y | -5.1% | +21.7% | -26.8% | -14.6% |
| 3Y | -11.6% | +98.6% | -110.2% | -38.4% |
| 5Y | +59.0% | +85.1% | -26.1% | +13.4% |
| 10Y | -75.7% | +412.0% | -487.8% | -88.8% |
| All | -3.4% | +564.9% | -568.3% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling