+14.1%
PCG vs GFS
-38.3%
+52.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -2.5% |
| 7D | -1.6% | -7.8% | +6.2% | -1.0% |
| 30D | +1.4% | -19.7% | +21.1% | +3.2% |
| 3M | -23.4% | -23.1% | -0.3% | -21.9% |
| 6M | -19.4% | -46.4% | +27.0% | -15.8% |
| YTD | -18.5% | +11.0% | -29.5% | -22.2% |
| 1Y | -19.5% | +12.6% | -32.2% | -23.4% |
| 3Y | -21.0% | -24.9% | +4.0% | -23.0% |
| All | +14.1% | -38.3% | +52.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling