-75.9%
PCG vs GFI
+1,081.9%
-1,157.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.8% |
| 7D | +0.5% | -5.1% | +5.7% | +1.1% |
| 30D | -18.9% | +13.4% | -32.3% | -20.1% |
| 3M | -15.8% | +36.2% | -52.1% | -19.0% |
| 6M | -22.6% | -9.8% | -12.7% | -22.4% |
| YTD | -12.2% | +7.7% | -19.9% | -14.3% |
| 1Y | -7.1% | +27.2% | -34.3% | -11.6% |
| 3Y | -15.8% | +300.3% | -316.1% | -32.3% |
| 5Y | +53.3% | +539.8% | -486.5% | +11.5% |
| All | -75.9% | +1,081.9% | -1,157.7% | -84.6% |
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