+105.7%
PCG vs GAP
+2,258.2%
-2,152.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -13.9% | -4.5% | -9.4% | -13.3% |
| 30D | -16.9% | +9.0% | -25.9% | -17.8% |
| 3M | -14.7% | +5.0% | -19.7% | -15.4% |
| 6M | -23.8% | -17.8% | -6.0% | -22.6% |
| YTD | -10.5% | -10.4% | -0.1% | -10.2% |
| 1Y | -5.1% | -3.4% | -1.7% | -5.9% |
| 3Y | -11.6% | +111.5% | -123.1% | -23.7% |
| 5Y | +59.0% | +8.8% | +50.2% | +43.8% |
| 10Y | -75.7% | +32.9% | -108.6% | -80.4% |
| All | +105.7% | +2,258.2% | -2,152.5% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling