+828.4%
SPYM vs PCG
-34.8%
+863.2%
-54.5%
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% | -0.6% |
| 7D | +0.1% | -13.9% | +14.0% | +1.4% |
| 30D | +0.1% | -16.9% | +16.9% | +1.7% |
| 3M | +2.0% | -14.7% | +16.8% | +3.3% |
| 6M | +13.1% | -23.8% | +36.9% | +15.8% |
| YTD | +13.6% | -10.5% | +24.1% | +14.3% |
| 1Y | +20.1% | -5.1% | +25.2% | +19.8% |
| 3Y | +77.6% | -11.6% | +89.2% | +77.8% |
| 5Y | +82.5% | +59.0% | +23.5% | +71.4% |
| 10Y | +317.6% | -75.7% | +393.3% | +390.0% |
| All | +828.4% | -34.8% | +863.2% | +674.6% |
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 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