+52.3%
GM vs PCG
-6.6%
+58.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | +1.7% | -13.9% | +15.6% | +2.9% |
| 30D | -1.6% | -16.9% | +15.3% | -0.2% |
| 3M | +5.7% | -14.7% | +20.4% | +6.7% |
| 6M | +12.2% | -23.8% | +36.0% | +15.2% |
| YTD | +8.4% | -10.5% | +18.9% | +9.1% |
| 1Y | +52.3% | -5.1% | +57.4% | +52.8% |
| All | +52.3% | -6.6% | +58.9% | +52.8% |
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