+311.5%
SPY vs PCG
-75.0%
+386.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -0.8% |
| 7D | +0.5% | +5.4% | -4.9% | +0.1% |
| 30D | -0.9% | -15.1% | +14.2% | 0.0% |
| 3M | +3.9% | -9.8% | +13.7% | +4.4% |
| 6M | +14.5% | -18.0% | +32.5% | +15.9% |
| YTD | +12.9% | -7.2% | +20.2% | +13.1% |
| 1Y | +19.4% | +2.9% | +16.5% | +18.5% |
| 3Y | +78.5% | -11.1% | +89.6% | +78.6% |
| 5Y | +81.8% | +61.8% | +20.0% | +74.5% |
| 10Y | +311.5% | -75.2% | +386.7% | +323.3% |
| All | +311.5% | -75.0% | +386.5% | +323.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling