+91.4%
PCG vs GFI
+508.6%
-417.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +2.2% | -8.7% | +10.9% | +2.6% |
| 30D | +0.8% | +0.6% | +0.2% | +0.7% |
| 3M | -23.8% | -7.5% | -16.3% | -23.6% |
| 6M | -19.6% | -18.3% | -1.3% | -19.1% |
| YTD | -16.7% | -13.8% | -2.9% | -16.8% |
| 1Y | -19.4% | -8.8% | -10.5% | -19.7% |
| 3Y | -18.3% | +215.8% | -234.2% | -24.7% |
| 5Y | +10.4% | +301.2% | -290.8% | -0.7% |
| 10Y | -76.1% | +1,284.4% | -1,360.5% | -80.1% |
| All | +91.4% | +508.6% | -417.2% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling