+311.1%
SPOT vs PCG
-68.8%
+379.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.3% |
| 7D | +1.6% | +2.2% | -0.6% | +1.5% |
| 30D | +16.9% | +0.8% | +16.2% | +16.9% |
| 3M | +23.0% | -23.8% | +46.8% | +24.0% |
| 6M | +42.2% | -19.6% | +61.8% | +43.1% |
| YTD | +5.5% | -16.7% | +22.2% | +6.0% |
| 1Y | -5.1% | -19.4% | +14.3% | -4.5% |
| 3Y | +257.9% | -18.3% | +276.2% | +259.1% |
| 5Y | +118.4% | +10.4% | +107.9% | +116.7% |
| All | +311.1% | -68.8% | +379.9% | +357.9% |
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