+9.7%
GE vs PCG
-19.5%
+29.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +2.7% | +2.2% | +0.5% | +2.3% |
| 30D | +8.1% | +0.8% | +7.3% | +7.9% |
| 3M | -7.9% | -23.8% | +15.9% | -4.1% |
| 6M | +12.9% | -19.6% | +32.5% | +15.4% |
| YTD | +8.2% | -16.7% | +24.9% | +10.9% |
| 1Y | +9.7% | -19.4% | +29.1% | +14.6% |
| All | +9.7% | -19.5% | +29.2% | +14.6% |
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 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 · 6 months rolling