+72.6%
SPY vs PCG
+10.2%
+62.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.8% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | -2.0% | +0.8% | -2.7% | -2.2% |
| 3M | -2.8% | -23.8% | +21.0% | +2.3% |
| 6M | +2.1% | -19.6% | +21.8% | +5.7% |
| YTD | +11.5% | -16.7% | +28.2% | +13.8% |
| 1Y | +13.5% | -19.4% | +32.8% | +16.8% |
| 3Y | +77.7% | -18.3% | +96.0% | +78.3% |
| All | +72.6% | +10.2% | +62.3% | +51.2% |
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