-8.4%
PCLG vs SPY
+16.5%
-24.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.5% |
| 7D | +0.3% | +0.5% | -0.2% | -0.2% |
| 30D | -2.4% | -0.9% | -1.5% | -1.4% |
| 3M | +1.8% | +3.9% | -2.0% | -2.1% |
| 6M | +4.6% | +14.5% | -9.9% | -9.3% |
| YTD | -7.4% | +12.9% | -20.3% | -18.3% |
| All | -8.4% | +16.5% | -24.9% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling