+155.5%
PCGPX vs SPY
+308.5%
-153.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.4% | +3.3% | -0.9% | +0.2% |
| 30D | -1.1% | -2.7% | +1.6% | +0.7% |
| 3M | -2.6% | -1.7% | -0.9% | -1.5% |
| 6M | +1.7% | +3.1% | -1.4% | -0.4% |
| YTD | +9.1% | +11.9% | -2.8% | +1.1% |
| 1Y | +9.6% | +12.0% | -2.4% | +1.5% |
| 3Y | +56.2% | +78.2% | -22.0% | +5.6% |
| 5Y | +38.5% | +73.2% | -34.7% | -5.3% |
| All | +155.5% | +308.5% | -153.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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