+78.3%
SPY vs PCG
-21.0%
+99.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +3.3% | -2.0% | +5.3% | +3.5% |
| 30D | -2.7% | -2.7% | 0.0% | -2.4% |
| 3M | -1.7% | -25.1% | +23.3% | +1.4% |
| 6M | +3.1% | -22.3% | +25.4% | +5.6% |
| YTD | +11.9% | -18.5% | +30.4% | +13.4% |
| 1Y | +12.0% | -21.8% | +33.8% | +14.5% |
| All | +78.3% | -21.0% | +99.3% | +79.8% |
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