+168.3%
GM vs PCG
-10.8%
+179.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -3.0% |
| 7D | +0.4% | +5.4% | -5.0% | -0.8% |
| 30D | -1.8% | -15.1% | +13.3% | +1.2% |
| 3M | +2.6% | -9.8% | +12.4% | +3.8% |
| 6M | +14.6% | -18.0% | +32.6% | +19.0% |
| YTD | +6.2% | -7.2% | +13.4% | +6.1% |
| 1Y | +48.7% | +2.9% | +45.8% | +43.1% |
| 3Y | +168.3% | -11.1% | +179.4% | +166.3% |
| All | +168.3% | -10.8% | +179.1% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling