+45.4%
GILD vs PCG
-14.1%
+59.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +9.6% | +1.9% | +7.7% | +9.4% |
| 30D | +20.6% | +8.5% | +12.1% | +19.5% |
| 3M | +29.7% | -22.9% | +52.6% | +33.4% |
| 6M | +33.1% | -16.8% | +49.9% | +35.1% |
| YTD | +44.7% | -15.8% | +60.5% | +50.2% |
| 1Y | +45.4% | -16.0% | +61.4% | +50.4% |
| All | +45.4% | -14.1% | +59.4% | +50.4% |
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