+246.5%
GM vs PCG
-60.1%
+306.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +1.9% | -13.9% | +15.8% | +3.6% |
| 30D | -1.4% | -16.9% | +15.5% | +0.6% |
| 3M | +5.9% | -14.7% | +20.6% | +7.6% |
| 6M | +12.4% | -23.8% | +36.2% | +15.9% |
| YTD | +8.6% | -10.5% | +19.1% | +9.5% |
| 1Y | +52.6% | -5.1% | +57.7% | +52.4% |
| 3Y | +169.7% | -11.6% | +181.3% | +171.0% |
| 5Y | +87.5% | +59.0% | +28.5% | +75.5% |
| 10Y | +233.0% | -75.7% | +308.7% | +280.9% |
| All | +246.5% | -60.1% | +306.6% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling