-21.0%
PCG vs GEN
+79.4%
-100.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.7% |
| 7D | -1.6% | +2.3% | -3.9% | -1.8% |
| 30D | +1.4% | +33.1% | -31.6% | -1.5% |
| 3M | -23.4% | +6.5% | -29.9% | -24.3% |
| 6M | -19.4% | +53.8% | -73.2% | -24.6% |
| YTD | -18.5% | +11.2% | -29.7% | -18.8% |
| 1Y | -19.5% | +19.4% | -38.9% | -21.3% |
| 3Y | -21.0% | +81.0% | -102.0% | -29.0% |
| All | -21.0% | +79.4% | -100.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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