+2.9%
PCG vs GH
+167.0%
-164.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | +5.4% | -2.1% | +7.5% | +5.5% |
| 30D | -15.1% | -4.5% | -10.7% | -15.1% |
| 3M | -9.8% | +28.9% | -38.7% | -10.1% |
| 6M | -18.0% | +76.5% | -94.5% | -18.6% |
| YTD | -7.2% | +57.6% | -64.9% | -8.2% |
| 1Y | +2.9% | +167.5% | -164.7% | +1.5% |
| All | +2.9% | +167.0% | -164.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling