-11.2%
PCLG vs SPY
+15.4%
-26.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +3.4% | +3.3% | +0.1% | -0.2% |
| 30D | -5.5% | -2.7% | -2.8% | -2.6% |
| 3M | -5.5% | -1.7% | -3.8% | -3.6% |
| 6M | +0.3% | +3.1% | -2.8% | -2.6% |
| YTD | -10.2% | +11.9% | -22.1% | -19.9% |
| 1Y | -11.6% | +12.0% | -23.6% | -21.3% |
| All | -11.2% | +15.4% | -26.6% | -22.7% |
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