-18.3%
PCG vs GEHC
+20.0%
-38.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.9% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +0.8% | +21.3% | -20.6% | -2.4% |
| 3M | -23.8% | +12.6% | -36.4% | -25.3% |
| 6M | -19.6% | +34.3% | -53.9% | -23.7% |
| YTD | -16.7% | +1.4% | -18.2% | -17.2% |
| 1Y | -19.4% | +12.5% | -31.8% | -21.5% |
| 3Y | -18.3% | +19.2% | -37.5% | -25.6% |
| All | -18.3% | +20.0% | -38.3% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling