+12.1%
GS vs PCG
-20.1%
+32.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -3.2% | -1.6% | -1.6% | -3.1% |
| 30D | -2.4% | +1.4% | -3.8% | -2.5% |
| 3M | -15.7% | -23.4% | +7.7% | -14.8% |
| 6M | -6.8% | -19.4% | +12.6% | -5.9% |
| YTD | -0.1% | -18.5% | +18.4% | +3.7% |
| 1Y | +12.1% | -19.5% | +31.6% | +19.9% |
| All | +12.1% | -20.1% | +32.2% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling