-77.6%
PCG vs GD
+190.6%
-268.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.6% |
| 7D | -1.6% | -5.0% | +3.4% | +1.0% |
| 30D | +1.4% | +8.9% | -7.5% | -3.3% |
| 3M | -23.4% | -8.0% | -15.3% | -19.9% |
| 6M | -19.4% | +2.9% | -22.3% | -21.0% |
| YTD | -18.5% | +7.1% | -25.6% | -22.4% |
| 1Y | -19.5% | +5.9% | -25.5% | -23.1% |
| 3Y | -21.0% | +53.9% | -74.8% | -40.2% |
| 5Y | +13.7% | +95.4% | -81.7% | -26.9% |
| All | -77.6% | +190.6% | -268.2% | -86.2% |
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