-16.0%
PCG vs GDDY
-11.8%
-4.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.9% |
| 7D | +1.9% | +11.1% | -9.2% | +2.1% |
| 30D | +8.5% | +18.6% | -10.1% | +8.8% |
| 3M | -22.9% | +32.8% | -55.7% | -22.8% |
| 6M | -16.8% | +34.0% | -50.8% | -16.8% |
| YTD | -15.8% | -4.6% | -11.1% | -16.0% |
| 1Y | -16.0% | -12.5% | -3.5% | -16.3% |
| All | -16.0% | -11.8% | -4.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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