+2.9%
PCG vs GEHC
-12.1%
+15.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.7% | +4.0% |
| 7D | +5.4% | -5.2% | +10.6% | +6.1% |
| 30D | -15.1% | -7.0% | -8.2% | -14.3% |
| 3M | -9.8% | +3.3% | -13.1% | -10.4% |
| 6M | -18.0% | -10.0% | -8.0% | -16.6% |
| YTD | -7.2% | -18.5% | +11.2% | -4.0% |
| 1Y | +2.9% | -14.4% | +17.3% | +5.2% |
| All | +2.9% | -12.1% | +15.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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