+251.0%
SPOT vs PCG
-66.7%
+317.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.9% |
| 7D | -6.5% | +6.5% | -13.0% | -6.7% |
| 30D | +2.2% | -16.7% | +18.9% | +2.8% |
| 3M | +5.4% | -14.2% | +19.6% | +5.9% |
| 6M | -4.0% | -21.5% | +17.4% | -3.3% |
| YTD | -9.9% | -11.2% | +1.3% | -9.7% |
| 1Y | -27.3% | -4.2% | -23.1% | -27.4% |
| 3Y | +236.4% | -14.9% | +251.3% | +237.1% |
| 5Y | +112.6% | +54.2% | +58.3% | +110.0% |
| All | +251.0% | -66.7% | +317.7% | +290.1% |
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