+3,094.0%
SPY vs PCG
+12.9%
+3,081.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | +0.1% | -13.9% | +14.0% | +1.6% |
| 30D | +0.1% | -16.9% | +16.9% | +1.9% |
| 3M | +2.0% | -14.7% | +16.7% | +3.5% |
| 6M | +13.0% | -23.8% | +36.8% | +16.2% |
| YTD | +13.5% | -10.5% | +24.0% | +14.3% |
| 1Y | +20.0% | -5.1% | +25.1% | +19.7% |
| 3Y | +77.2% | -11.6% | +88.8% | +77.4% |
| 5Y | +81.9% | +59.0% | +22.9% | +68.8% |
| 10Y | +314.1% | -75.7% | +389.8% | +330.2% |
| All | +3,094.0% | +12.9% | +3,081.2% | +2,275.1% |
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