+80.5%
GM vs PCG
+55.2%
+25.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -0.9% |
| 7D | -1.1% | +6.5% | -7.6% | -3.3% |
| 30D | -4.6% | -16.7% | +12.1% | +0.2% |
| 3M | +0.2% | -14.2% | +14.4% | +3.7% |
| 6M | +12.6% | -21.5% | +34.1% | +20.5% |
| YTD | +3.7% | -11.2% | +14.9% | +5.2% |
| 1Y | +45.6% | -4.2% | +49.8% | +42.4% |
| 3Y | +162.0% | -14.9% | +176.8% | +163.2% |
| 5Y | +80.5% | +54.2% | +26.2% | +32.5% |
| All | +80.5% | +55.2% | +25.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling