+14.9%
SPGI vs PCG
+10.8%
+4.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +1.6% | -0.5% | +2.0% | +1.7% |
| 30D | +16.1% | +0.8% | +15.3% | +15.8% |
| 3M | +15.5% | -22.0% | +37.5% | +21.2% |
| 6M | +19.6% | -17.1% | +36.7% | +23.3% |
| YTD | -3.6% | -16.9% | +13.3% | -1.3% |
| 1Y | +2.2% | -19.1% | +21.3% | +5.4% |
| 3Y | +30.1% | -19.4% | +49.6% | +32.2% |
| 5Y | +14.9% | +9.0% | +5.9% | +4.4% |
| All | +14.9% | +10.8% | +4.1% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling