+159.7%
GILD vs PCG
-76.0%
+235.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.7% |
| 7D | -4.8% | -3.5% | -1.3% | -4.7% |
| 30D | +5.8% | -20.6% | +26.4% | +6.6% |
| 3M | +14.9% | -17.6% | +32.5% | +15.7% |
| 6M | -0.4% | -23.5% | +23.1% | +0.6% |
| YTD | +18.5% | -13.6% | +32.2% | +19.1% |
| 1Y | +25.1% | -11.3% | +36.5% | +25.5% |
| 3Y | +105.9% | -16.9% | +122.8% | +106.7% |
| 5Y | +143.0% | +50.8% | +92.2% | +139.7% |
| All | +159.7% | -76.0% | +235.7% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling