+14.6%
PCG vs GFS
-8.5%
+23.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.5% |
| 7D | -2.2% | +6.2% | -8.5% | -2.8% |
| 30D | -0.5% | -11.4% | +10.9% | +0.4% |
| 3M | -24.0% | -15.5% | -8.5% | -23.1% |
| 6M | -18.6% | -42.6% | +24.0% | -15.6% |
| YTD | -17.7% | +23.2% | -40.9% | -22.0% |
| 1Y | -20.0% | +23.6% | -43.6% | -24.3% |
| 3Y | -20.2% | -17.2% | -3.0% | -22.8% |
| 5Y | +8.4% | -23.4% | +31.8% | +2.7% |
| All | +14.6% | -8.5% | +23.1% | +9.8% |
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