+29.1%
PCG vs GFS
-3.9%
+33.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +5.4% | +2.6% | +2.8% | +5.2% |
| 30D | -15.1% | -16.4% | +1.3% | -13.8% |
| 3M | -9.8% | -41.6% | +31.8% | -5.9% |
| 6M | -18.0% | -3.7% | -14.3% | -19.5% |
| YTD | -7.2% | +29.3% | -36.6% | -12.2% |
| 1Y | +2.9% | +37.1% | -34.3% | -3.6% |
| 3Y | -11.1% | -22.1% | +11.0% | -12.9% |
| All | +29.1% | -3.9% | +33.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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