+260.6%
SPOT vs PCG
-21.6%
+282.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | +1.6% | -1.6% | +3.2% | +1.7% |
| 30D | +17.6% | +1.4% | +16.2% | +17.4% |
| 3M | +26.9% | -23.4% | +50.3% | +29.0% |
| 6M | +41.8% | -19.4% | +61.2% | +43.4% |
| YTD | +3.8% | -18.5% | +22.3% | +4.8% |
| 1Y | -2.5% | -19.5% | +17.1% | -1.4% |
| 3Y | +260.6% | -21.0% | +281.6% | +278.1% |
| All | +260.6% | -21.6% | +282.2% | +278.1% |
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 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