-71.8%
PCG vs GH
+458.1%
-529.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | -2.7% | -4.5% | +1.8% | -2.4% |
| 3M | -25.1% | -6.2% | -18.9% | -24.8% |
| 6M | -22.3% | +55.0% | -77.3% | -26.1% |
| YTD | -18.5% | +51.6% | -70.1% | -22.8% |
| 1Y | -21.8% | +58.3% | -80.1% | -26.3% |
| 3Y | -21.0% | +617.6% | -638.6% | -39.5% |
| 5Y | +8.1% | +49.2% | -41.1% | -5.1% |
| All | -71.8% | +458.1% | -529.9% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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