+390.5%
GE vs PCG
+13.7%
+376.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.2% |
| 7D | +7.1% | -1.6% | +8.7% | +7.6% |
| 30D | +6.5% | +1.4% | +5.1% | +6.1% |
| 3M | -13.6% | -23.4% | +9.8% | -8.0% |
| 6M | +6.0% | -19.4% | +25.4% | +10.6% |
| YTD | +5.4% | -18.5% | +23.9% | +9.5% |
| 1Y | +6.5% | -19.5% | +26.0% | +11.0% |
| 3Y | +268.6% | -21.0% | +289.6% | +278.5% |
| All | +390.5% | +13.7% | +376.7% | +306.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling