-18.3%
PCG vs GH
+584.3%
-602.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +0.8% | -6.9% | +7.7% | +1.0% |
| 3M | -23.8% | -4.9% | -18.9% | -23.7% |
| 6M | -19.6% | +54.1% | -73.7% | -21.4% |
| YTD | -16.7% | +48.5% | -65.3% | -18.6% |
| 1Y | -19.4% | +61.2% | -80.5% | -21.5% |
| 3Y | -18.3% | +570.3% | -588.7% | -27.2% |
| All | -18.3% | +584.3% | -602.6% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling