+45.2%
PCG vs GDDY
+27.5%
+17.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.6% |
| 7D | +0.5% | -7.0% | +7.5% | +1.5% |
| 30D | -18.9% | +6.2% | -25.1% | -19.9% |
| 3M | -15.8% | +20.0% | -35.9% | -19.1% |
| 6M | -22.6% | +6.8% | -29.4% | -24.5% |
| YTD | -12.2% | -22.3% | +10.1% | -8.7% |
| 1Y | -7.1% | -33.5% | +26.4% | 0.0% |
| 3Y | -15.8% | +29.2% | -45.0% | -25.0% |
| All | +45.2% | +27.5% | +17.7% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling