+231.1%
GM vs PCG
-76.0%
+307.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -2.0% |
| 30D | -1.1% | -20.6% | +19.5% | +1.2% |
| 3M | +6.1% | -17.6% | +23.7% | +8.1% |
| 6M | +15.0% | -23.5% | +38.5% | +18.1% |
| YTD | +6.0% | -13.6% | +19.6% | +7.2% |
| 1Y | +47.1% | -11.3% | +58.4% | +48.2% |
| 3Y | +170.5% | -16.9% | +187.4% | +173.7% |
| 5Y | +80.5% | +50.8% | +29.7% | +71.6% |
| All | +231.1% | -76.0% | +307.1% | +218.9% |
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