-16.0%
PCG vs GAP
+10.4%
-26.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.3% |
| 7D | +1.9% | +8.0% | -6.1% | +1.4% |
| 30D | +8.5% | +2.7% | +5.8% | +8.3% |
| 3M | -22.9% | +16.0% | -38.9% | -23.2% |
| 6M | -16.8% | +2.0% | -18.8% | -16.7% |
| YTD | -15.8% | -4.4% | -11.4% | -15.0% |
| 1Y | -16.0% | +9.2% | -25.2% | -16.3% |
| All | -16.0% | +10.4% | -26.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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