+5.2%
SSPC vs PCG
-19.2%
+24.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.8% | +7.0% | +7.9% |
| 7D | +11.8% | +1.9% | +9.9% | +12.2% |
| 30D | +44.7% | +8.5% | +36.2% | +46.8% |
| 3M | -40.7% | -22.9% | -17.8% | -35.1% |
| All | +5.2% | -19.2% | +24.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling