+486.7%
GS vs PCG
-77.4%
+564.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -3.2% | -1.6% | -1.6% | -3.0% |
| 30D | -2.4% | +1.4% | -3.8% | -2.5% |
| 3M | -15.7% | -23.4% | +7.7% | -13.7% |
| 6M | -6.8% | -19.4% | +12.6% | -5.1% |
| YTD | -0.1% | -18.5% | +18.4% | +1.5% |
| 1Y | +12.1% | -19.5% | +31.6% | +13.9% |
| 3Y | +185.8% | -21.0% | +206.8% | +190.4% |
| 5Y | +140.1% | +13.7% | +126.4% | +135.4% |
| All | +486.7% | -77.4% | +564.1% | +502.1% |
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