+14,754.4%
SPGI vs PCG
+88.9%
+14,665.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.8% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +19.3% | +5.8% | +13.4% | +18.3% |
| 3M | +15.5% | -22.8% | +38.2% | +18.8% |
| 6M | +18.3% | -18.4% | +36.8% | +20.8% |
| YTD | -3.8% | -16.9% | +13.1% | -2.2% |
| 1Y | +1.3% | -17.6% | +19.0% | +3.1% |
| 3Y | +33.6% | -20.0% | +53.6% | +35.7% |
| 5Y | +13.2% | +16.0% | -2.8% | +9.1% |
| 10Y | +346.3% | -76.7% | +423.0% | +363.7% |
| All | +14,754.4% | +88.9% | +14,665.4% | +9,352.4% |
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 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