+2,956.9%
SPY vs PCG
+2.8%
+2,954.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | -5.4% | +1.4% | -6.8% | -5.6% |
| 3M | -4.1% | -23.4% | +19.3% | -1.4% |
| 6M | +0.7% | -19.4% | +20.1% | +2.7% |
| YTD | +8.7% | -18.5% | +27.2% | +10.6% |
| 1Y | +10.9% | -19.5% | +30.4% | +12.9% |
| 3Y | +75.0% | -21.0% | +96.0% | +77.6% |
| 5Y | +67.8% | +13.7% | +54.1% | +62.1% |
| 10Y | +312.9% | -77.2% | +390.0% | +330.9% |
| All | +2,956.9% | +2.8% | +2,954.1% | +2,197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling