+113.0%
SPOT vs PCG
+58.3%
+54.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.8% |
| 7D | -0.9% | -13.9% | +12.9% | +2.1% |
| 30D | +12.5% | -16.9% | +29.3% | +16.7% |
| 3M | +9.9% | -14.7% | +24.6% | +13.1% |
| 6M | +1.6% | -23.8% | +25.4% | +7.6% |
| YTD | -6.6% | -10.5% | +3.9% | -6.0% |
| 1Y | -22.9% | -5.1% | -17.8% | -24.4% |
| 3Y | +244.3% | -11.6% | +255.9% | +235.6% |
| All | +113.0% | +58.3% | +54.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling