-76.7%
PCG vs GAP
+20.3%
-97.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +0.1% | -4.3% | +4.4% | +0.6% |
| 3M | -24.4% | +9.4% | -33.8% | -25.7% |
| 6M | -17.7% | -3.3% | -14.4% | -18.0% |
| YTD | -17.4% | -10.5% | -6.9% | -17.2% |
| 1Y | -19.4% | -2.4% | -17.0% | -20.3% |
| 3Y | -18.6% | +80.1% | -98.7% | -30.8% |
| 5Y | +10.2% | +6.5% | +3.8% | -2.6% |
| 10Y | -76.7% | +14.6% | -91.3% | -83.5% |
| All | -76.7% | +20.3% | -97.0% | -83.5% |
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