+322.9%
SPYM vs PCG
-76.0%
+398.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.1% |
| 7D | -0.4% | +6.5% | -6.8% | -0.8% |
| 30D | -1.4% | -16.7% | +15.4% | -0.3% |
| 3M | +3.7% | -14.2% | +17.9% | +4.6% |
| 6M | +13.0% | -21.5% | +34.5% | +14.7% |
| YTD | +12.5% | -11.2% | +23.7% | +13.0% |
| 1Y | +18.6% | -4.2% | +22.8% | +18.4% |
| 3Y | +78.0% | -14.9% | +92.9% | +78.7% |
| 5Y | +82.3% | +54.2% | +28.1% | +75.6% |
| 10Y | +322.9% | -75.3% | +398.2% | +325.6% |
| All | +322.9% | -76.0% | +398.9% | +325.6% |
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