+121.6%
GLD vs PCG
+14.1%
+107.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +4.9% | -1.1% | +6.0% | +5.0% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | -4.8% | -24.4% | +19.7% | -3.1% |
| 6M | -12.5% | -17.7% | +5.2% | -11.7% |
| YTD | -4.2% | -17.4% | +13.2% | -3.2% |
| 1Y | +3.0% | -19.4% | +22.4% | +4.3% |
| 3Y | +109.1% | -18.6% | +127.7% | +110.5% |
| 5Y | +121.6% | +10.2% | +111.4% | +118.1% |
| All | +121.6% | +14.1% | +107.5% | +118.1% |
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 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