+93.6%
PCG vs GD
+20,595.6%
-20,502.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.6% |
| 7D | +1.9% | +3.0% | -1.1% | +1.0% |
| 30D | +8.5% | +10.5% | -2.0% | +5.2% |
| 3M | -22.9% | -5.0% | -17.9% | -21.7% |
| 6M | -16.8% | +5.5% | -22.2% | -18.2% |
| YTD | -15.8% | +10.3% | -26.1% | -18.6% |
| 1Y | -16.0% | +8.2% | -24.1% | -18.4% |
| 3Y | -18.9% | +59.0% | -78.0% | -30.2% |
| 5Y | +17.4% | +104.3% | -86.9% | -6.3% |
| 10Y | -76.4% | +202.4% | -278.8% | -83.1% |
| All | +93.6% | +20,595.6% | -20,502.1% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling