+334.0%
SPGI vs PCG
-76.4%
+410.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.6% | -0.5% | +2.0% | +1.6% |
| 30D | +16.1% | +0.8% | +15.3% | +16.0% |
| 3M | +15.5% | -22.0% | +37.5% | +17.6% |
| 6M | +19.6% | -17.1% | +36.7% | +21.1% |
| YTD | -3.6% | -16.9% | +13.3% | -2.5% |
| 1Y | +2.2% | -19.1% | +21.3% | +3.6% |
| 3Y | +30.1% | -19.4% | +49.6% | +31.5% |
| 5Y | +14.9% | +9.0% | +5.9% | +13.1% |
| 10Y | +334.0% | -76.2% | +410.1% | +329.6% |
| All | +334.0% | -76.4% | +410.3% | +329.6% |
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