+137.2%
PGC vs SPY
+322.5%
-185.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.4% |
| 7D | -1.3% | -0.8% | -0.5% | -0.5% |
| 30D | -0.8% | -1.1% | +0.2% | +0.2% |
| 3M | -0.6% | +3.9% | -4.4% | -4.8% |
| 6M | +36.3% | +13.6% | +22.7% | +18.0% |
| YTD | +65.1% | +12.7% | +52.4% | +44.2% |
| 1Y | +56.3% | +17.5% | +38.8% | +30.3% |
| 3Y | +75.9% | +76.9% | -1.0% | -5.9% |
| 5Y | +46.4% | +83.6% | -37.2% | -26.2% |
| All | +137.2% | +322.5% | -185.3% | -55.0% |
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