-76.3%
PCG vs GDDY
+207.2%
-283.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | -3.5% | -3.2% | -0.3% | -2.9% |
| 30D | -20.6% | +6.8% | -27.4% | -22.2% |
| 3M | -17.6% | +30.5% | -48.0% | -24.0% |
| 6M | -23.5% | +13.3% | -36.8% | -27.6% |
| YTD | -13.6% | -21.0% | +7.3% | -10.4% |
| 1Y | -11.3% | -34.0% | +22.7% | -3.4% |
| 3Y | -16.9% | +33.1% | -50.0% | -28.7% |
| 5Y | +50.8% | +30.3% | +20.5% | +26.8% |
| All | -76.3% | +207.2% | -283.5% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling