+331.8%
SPGI vs PCG
-77.4%
+409.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +0.3% | -1.6% | +1.9% | +0.4% |
| 30D | +18.4% | +1.4% | +17.0% | +18.2% |
| 3M | +15.7% | -23.4% | +39.1% | +18.0% |
| 6M | +17.3% | -19.4% | +36.6% | +19.0% |
| YTD | -4.7% | -18.5% | +13.8% | -3.5% |
| 1Y | +1.8% | -19.5% | +21.3% | +3.2% |
| 3Y | +31.7% | -21.0% | +52.7% | +33.3% |
| 5Y | +12.1% | +13.7% | -1.7% | +10.0% |
| All | +331.8% | -77.4% | +409.2% | +330.4% |
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