+2,064.0%
GS vs PCG
-19.6%
+2,083.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | -0.3% |
| 7D | +0.9% | -13.9% | +14.8% | +2.7% |
| 30D | -1.6% | -16.9% | +15.3% | +0.5% |
| 3M | -4.5% | -14.7% | +10.3% | -2.9% |
| 6M | +20.9% | -23.8% | +44.7% | +24.8% |
| YTD | +19.9% | -10.5% | +30.4% | +20.8% |
| 1Y | +41.4% | -5.1% | +46.5% | +41.1% |
| 3Y | +239.2% | -11.6% | +250.8% | +241.0% |
| 5Y | +185.0% | +59.0% | +126.0% | +163.6% |
| 10Y | +655.0% | -75.7% | +730.7% | +692.2% |
| All | +2,064.0% | -19.6% | +2,083.7% | +1,719.7% |
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