+311.1%
SPY vs PCG
-76.4%
+387.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | -2.4% | -0.5% | -1.9% | -2.3% |
| 3M | -1.2% | -24.0% | +22.8% | +0.6% |
| 6M | +3.3% | -18.6% | +21.9% | +4.5% |
| YTD | +12.3% | -17.7% | +30.0% | +13.4% |
| 1Y | +12.4% | -20.0% | +32.4% | +13.8% |
| 3Y | +78.8% | -20.2% | +99.1% | +80.4% |
| 5Y | +75.2% | +8.4% | +66.8% | +72.5% |
| 10Y | +311.1% | -76.4% | +387.5% | +317.3% |
| All | +311.1% | -76.4% | +387.5% | +317.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling