+51.5%
GM vs PCG
-4.6%
+56.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | -3.4% | -18.9% | +15.5% | -1.6% |
| 3M | +8.7% | -15.8% | +24.5% | +9.9% |
| 6M | +15.4% | -22.6% | +38.0% | +18.5% |
| YTD | +6.6% | -12.2% | +18.8% | +7.5% |
| 1Y | +51.5% | -7.1% | +58.6% | +52.6% |
| All | +51.5% | -4.6% | +56.1% | +52.6% |
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