+151.5%
GE vs PCG
-75.0%
+226.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.1% |
| 7D | +1.2% | +5.4% | -4.3% | +0.5% |
| 30D | -9.5% | -15.1% | +5.6% | -8.2% |
| 3M | +4.1% | -9.8% | +13.9% | +4.9% |
| 6M | +3.9% | -18.0% | +21.9% | +5.8% |
| YTD | +9.0% | -7.2% | +16.3% | +9.4% |
| 1Y | +21.9% | +2.9% | +19.1% | +20.8% |
| 3Y | +281.8% | -11.1% | +292.9% | +282.9% |
| 5Y | +436.7% | +61.8% | +374.9% | +405.3% |
| 10Y | +151.5% | -75.2% | +226.7% | +164.1% |
| All | +151.5% | -75.0% | +226.5% | +164.1% |
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 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