-10.3%
PCG vs SPYG
+524.9%
-535.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -0.5% | -1.9% | +1.5% | +0.4% |
| 30D | +0.8% | -9.2% | +9.9% | +5.2% |
| 3M | -22.0% | -6.8% | -15.2% | -19.6% |
| 6M | -17.1% | -2.6% | -14.5% | -16.7% |
| YTD | -16.9% | +7.5% | -24.3% | -20.6% |
| 1Y | -19.1% | +6.7% | -25.7% | -22.5% |
| 3Y | -19.4% | +90.1% | -109.5% | -42.8% |
| 5Y | +9.0% | +69.2% | -60.2% | -19.0% |
| 10Y | -76.2% | +391.9% | -468.0% | -88.8% |
| All | -10.3% | +524.9% | -535.1% | -73.5% |
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 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