+338.6%
SPGI vs PCG
-76.4%
+415.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -1.4% | -2.2% | +0.9% | -1.2% |
| 30D | +15.3% | -0.5% | +15.7% | +15.3% |
| 3M | +16.5% | -24.0% | +40.5% | +19.0% |
| 6M | +19.8% | -18.6% | +38.4% | +21.5% |
| YTD | -3.2% | -17.7% | +14.4% | -2.1% |
| 1Y | +1.8% | -20.0% | +21.8% | +3.2% |
| 3Y | +30.6% | -20.2% | +50.8% | +32.1% |
| 5Y | +16.0% | +8.4% | +7.7% | +14.3% |
| 10Y | +338.6% | -76.4% | +415.0% | +334.9% |
| All | +338.6% | -76.4% | +415.0% | +334.9% |
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