+2,765.1%
GE vs PCG
+85.2%
+2,679.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.0% |
| 7D | +7.1% | -1.6% | +8.7% | +7.4% |
| 30D | +6.5% | +1.4% | +5.1% | +6.2% |
| 3M | -13.6% | -23.4% | +9.8% | -10.5% |
| 6M | +6.0% | -19.4% | +25.4% | +8.7% |
| YTD | +5.4% | -18.5% | +23.9% | +7.9% |
| 1Y | +6.5% | -19.5% | +26.0% | +9.1% |
| 3Y | +268.6% | -21.0% | +289.6% | +276.2% |
| 5Y | +389.0% | +13.7% | +375.3% | +370.9% |
| 10Y | +163.3% | -77.2% | +240.5% | +175.9% |
| All | +2,765.1% | +85.2% | +2,679.8% | +1,347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling