+39.4%
GM vs PCG
-14.1%
+53.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +12.1% | +1.9% | +10.2% | +11.9% |
| 30D | +15.2% | +8.5% | +6.7% | +14.3% |
| 3M | +4.9% | -22.9% | +27.8% | +7.0% |
| 6M | +22.6% | -16.8% | +39.4% | +23.4% |
| YTD | +14.4% | -15.8% | +30.2% | +15.9% |
| 1Y | +39.4% | -16.0% | +55.4% | +41.6% |
| All | +39.4% | -14.1% | +53.5% | +41.6% |
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