-19.5%
PCG vs GEHC
+9.4%
-28.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | -1.6% | +7.6% | -9.2% | -2.4% |
| 30D | +1.4% | +27.5% | -26.0% | -1.3% |
| 3M | -23.4% | +17.2% | -40.6% | -24.8% |
| 6M | -19.4% | +33.6% | -53.0% | -22.2% |
| YTD | -18.5% | +0.6% | -19.1% | -18.3% |
| 1Y | -19.5% | +11.3% | -30.8% | -19.5% |
| All | -19.5% | +9.4% | -28.9% | -19.5% |
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