+13,845.6%
SPGI vs PCG
+103.4%
+13,742.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.9% |
| 7D | +0.1% | -13.9% | +14.0% | +1.8% |
| 30D | +8.4% | -16.9% | +25.3% | +10.6% |
| 3M | +11.8% | -14.7% | +26.6% | +13.7% |
| 6M | +5.7% | -23.8% | +29.5% | +8.9% |
| YTD | -9.7% | -10.5% | +0.8% | -9.0% |
| 1Y | -12.5% | -5.1% | -7.3% | -12.6% |
| 3Y | +21.8% | -11.6% | +33.4% | +22.2% |
| 5Y | +8.2% | +59.0% | -50.8% | +0.2% |
| 10Y | +309.5% | -75.7% | +385.3% | +324.5% |
| All | +13,845.6% | +103.4% | +13,742.3% | +8,696.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling