-75.2%
PCG vs GAP
+34.2%
-109.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.9% | +3.7% |
| 7D | +5.4% | +1.7% | +3.7% | +5.2% |
| 30D | -15.1% | +9.3% | -24.5% | -16.3% |
| 3M | -9.8% | +6.1% | -15.9% | -10.8% |
| 6M | -18.0% | -2.3% | -15.7% | -18.3% |
| YTD | -7.2% | -10.6% | +3.3% | -6.8% |
| 1Y | +2.9% | -4.4% | +7.3% | +2.0% |
| 3Y | -11.1% | +118.3% | -129.4% | -26.8% |
| 5Y | +61.8% | +12.2% | +49.6% | +41.7% |
| 10Y | -75.2% | +33.7% | -108.9% | -82.5% |
| All | -75.2% | +34.2% | -109.3% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling