+297.4%
PCGPX vs SPY
+669.7%
-372.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | +1.9% | +2.0% | -0.1% | +0.4% |
| 6M | +8.7% | +13.0% | -4.3% | -0.8% |
| YTD | +11.8% | +13.5% | -1.8% | +1.6% |
| 1Y | +16.4% | +20.0% | -3.6% | +1.5% |
| 3Y | +56.1% | +77.2% | -21.1% | +0.9% |
| 5Y | +44.3% | +81.9% | -37.6% | -9.0% |
| 10Y | +154.3% | +314.1% | -159.8% | -17.6% |
| All | +297.4% | +669.7% | -372.3% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling