+54.2%
PCG vs GFI
+512.6%
-458.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.2% |
| 7D | +6.5% | +4.7% | +1.8% | +6.1% |
| 30D | -16.7% | +14.4% | -31.2% | -17.6% |
| 3M | -14.2% | +32.5% | -46.7% | -16.2% |
| 6M | -21.5% | -7.2% | -14.3% | -21.5% |
| YTD | -11.2% | +10.9% | -22.0% | -12.9% |
| 1Y | -4.2% | +35.5% | -39.7% | -8.0% |
| 3Y | -14.9% | +312.1% | -327.0% | -27.8% |
| 5Y | +54.2% | +524.6% | -470.3% | +13.1% |
| All | +54.2% | +512.6% | -458.4% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling