-76.0%
PCG vs GFI
+1,288.5%
-1,364.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +2.2% | -8.7% | +10.9% | +3.1% |
| 30D | +0.8% | +0.6% | +0.2% | +0.5% |
| 3M | -23.8% | -7.5% | -16.3% | -23.4% |
| 6M | -19.6% | -18.3% | -1.3% | -18.5% |
| YTD | -16.7% | -13.8% | -2.9% | -17.0% |
| 1Y | -19.4% | -8.8% | -10.5% | -20.3% |
| 3Y | -18.3% | +215.8% | -234.2% | -32.7% |
| 5Y | +10.4% | +301.2% | -290.8% | -15.2% |
| All | -76.0% | +1,288.5% | -1,364.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling