+16.0%
PCG vs GD
+97.4%
-81.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.3% |
| 7D | 0.0% | -3.9% | +3.9% | +1.6% |
| 30D | +5.8% | +8.1% | -2.2% | +2.4% |
| 3M | -22.8% | -6.8% | -16.0% | -20.6% |
| 6M | -18.4% | +3.0% | -21.4% | -19.6% |
| YTD | -16.9% | +7.8% | -24.6% | -20.0% |
| 1Y | -17.6% | +5.8% | -23.4% | -20.1% |
| 3Y | -20.0% | +55.3% | -75.3% | -36.3% |
| 5Y | +16.0% | +96.7% | -80.7% | -23.1% |
| All | +16.0% | +97.4% | -81.4% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling