+3.0%
SSPC vs PCG
-21.8%
+24.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.0% | -15.3% | -17.6% |
| 7D | -4.7% | -1.6% | -3.1% | -4.9% |
| 30D | +36.7% | +1.4% | +35.3% | +37.1% |
| 3M | -49.4% | -23.4% | -26.0% | -45.3% |
| All | +3.0% | -21.8% | +24.8% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling