+238.8%
SPOT vs PCG
-12.4%
+251.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.3% |
| 7D | -0.9% | -13.9% | +12.9% | +0.2% |
| 30D | +12.5% | -16.9% | +29.3% | +14.0% |
| 3M | +9.9% | -14.7% | +24.6% | +11.1% |
| 6M | +1.6% | -23.8% | +25.4% | +3.6% |
| YTD | -6.6% | -10.5% | +3.9% | -6.3% |
| 1Y | -22.9% | -5.1% | -17.8% | -23.6% |
| All | +238.8% | -12.4% | +251.2% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling