+37.4%
GILD vs PCG
-6.6%
+44.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.5% |
| 7D | +3.7% | -13.9% | +17.5% | +5.3% |
| 30D | +14.6% | -16.9% | +31.5% | +17.2% |
| 3M | +17.7% | -14.7% | +32.4% | +19.5% |
| 6M | +3.1% | -23.8% | +26.9% | +6.3% |
| YTD | +24.5% | -10.5% | +35.0% | +27.0% |
| 1Y | +37.4% | -5.1% | +42.5% | +38.1% |
| All | +37.4% | -6.6% | +44.0% | +38.1% |
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