+162.4%
GE vs PCG
-77.2%
+239.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.7% |
| 7D | +6.3% | -1.1% | +7.3% | +6.4% |
| 30D | +8.9% | +0.1% | +8.8% | +8.9% |
| 3M | -9.2% | -24.4% | +15.2% | -6.7% |
| 6M | +13.2% | -17.7% | +30.9% | +15.1% |
| YTD | +9.4% | -17.4% | +26.8% | +11.2% |
| 1Y | +9.8% | -19.4% | +29.2% | +11.9% |
| 3Y | +278.2% | -18.6% | +296.8% | +283.1% |
| 5Y | +396.0% | +10.2% | +385.8% | +385.2% |
| 10Y | +162.4% | -76.7% | +239.0% | +175.6% |
| All | +162.4% | -77.2% | +239.6% | +175.6% |
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 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