+488.8%
GS vs PCG
-76.9%
+565.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.2% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -3.1% | +5.8% | -9.0% | -3.7% |
| 3M | -17.7% | -22.8% | +5.1% | -15.8% |
| 6M | -4.6% | -18.4% | +13.9% | -3.0% |
| YTD | +0.3% | -16.9% | +17.2% | +1.6% |
| 1Y | +11.7% | -17.6% | +29.3% | +13.3% |
| 3Y | +183.6% | -20.0% | +203.5% | +187.7% |
| 5Y | +141.0% | +16.0% | +124.9% | +135.7% |
| All | +488.8% | -76.9% | +565.7% | +503.1% |
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