-26.5%
SPOT vs PCG
+2.9%
-29.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.2% | -2.3% |
| 7D | -2.9% | +5.4% | -8.3% | -2.5% |
| 30D | +8.3% | -15.1% | +23.4% | +7.7% |
| 3M | +5.1% | -9.8% | +14.9% | +5.2% |
| 6M | -6.5% | -18.0% | +11.5% | -8.4% |
| YTD | -9.0% | -7.2% | -1.7% | -7.0% |
| All | -26.5% | +2.9% | -29.4% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling