+334.3%
SPGI vs PCG
-77.2%
+411.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | +15.5% | +0.1% | +15.4% | +15.5% |
| 3M | +15.7% | -24.4% | +40.1% | +18.1% |
| 6M | +19.1% | -17.7% | +36.7% | +20.6% |
| YTD | -4.1% | -17.4% | +13.4% | -3.0% |
| 1Y | +1.2% | -19.4% | +20.6% | +2.6% |
| 3Y | +31.6% | -18.6% | +50.2% | +32.9% |
| 5Y | +12.4% | +10.2% | +2.2% | +10.6% |
| 10Y | +334.3% | -76.7% | +411.0% | +331.7% |
| All | +334.3% | -77.2% | +411.5% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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