-77.2%
PCG vs GD
+192.5%
-269.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | 0.0% |
| 7D | 0.0% | -3.9% | +3.9% | +2.1% |
| 30D | +5.8% | +8.1% | -2.2% | +1.4% |
| 3M | -22.8% | -6.8% | -16.0% | -19.9% |
| 6M | -18.4% | +3.0% | -21.4% | -20.1% |
| YTD | -16.9% | +7.8% | -24.6% | -21.1% |
| 1Y | -17.6% | +5.8% | -23.4% | -21.2% |
| 3Y | -20.0% | +55.3% | -75.3% | -39.7% |
| 5Y | +16.0% | +96.7% | -80.7% | -25.7% |
| All | -77.2% | +192.5% | -269.6% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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