-19.1%
PCG vs GD
+8.1%
-27.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | +0.8% | +10.9% | -10.2% | -1.7% |
| 3M | -22.0% | -6.8% | -15.3% | -20.9% |
| 6M | -17.1% | +7.0% | -24.1% | -17.8% |
| YTD | -16.9% | +11.1% | -28.0% | -17.2% |
| 1Y | -19.1% | +7.0% | -26.1% | -19.9% |
| All | -19.1% | +8.1% | -27.2% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling