+343.3%
SPGI vs PCG
-76.0%
+419.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | +1.2% | +2.2% | -0.9% | +1.0% |
| 30D | +15.9% | +0.8% | +15.2% | +15.8% |
| 3M | +12.3% | -23.8% | +36.1% | +14.6% |
| 6M | +23.7% | -19.6% | +43.3% | +25.6% |
| YTD | -3.5% | -16.7% | +13.2% | -2.5% |
| 1Y | +0.4% | -19.4% | +19.8% | +1.8% |
| 3Y | +29.9% | -18.3% | +48.2% | +31.1% |
| 5Y | +15.2% | +10.4% | +4.8% | +13.3% |
| All | +343.3% | -76.0% | +419.3% | +338.4% |
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