+280.4%
GE vs PCG
-11.7%
+292.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | -1.6% | -13.9% | +12.3% | +0.9% |
| 30D | -11.6% | -16.9% | +5.3% | -8.8% |
| 3M | +3.0% | -14.7% | +17.8% | +5.4% |
| 6M | -0.5% | -23.8% | +23.3% | +4.6% |
| YTD | +9.7% | -10.5% | +20.2% | +11.1% |
| 1Y | +20.0% | -5.1% | +25.1% | +19.6% |
| All | +280.4% | -11.7% | +292.1% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling