+158.6%
GE vs PCG
-76.4%
+235.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +4.0% | -2.2% | +6.3% | +4.3% |
| 30D | +11.1% | -0.5% | +11.5% | +11.1% |
| 3M | -6.7% | -24.0% | +17.2% | -4.2% |
| 6M | +14.3% | -18.6% | +32.9% | +16.3% |
| YTD | +11.7% | -17.7% | +29.4% | +13.6% |
| 1Y | +10.9% | -20.0% | +30.9% | +13.1% |
| 3Y | +279.0% | -20.2% | +299.2% | +284.8% |
| 5Y | +427.0% | +8.4% | +418.6% | +416.3% |
| 10Y | +158.6% | -76.4% | +235.0% | +169.1% |
| All | +158.6% | -76.4% | +235.0% | +169.1% |
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