-21.0%
PCG vs GH
+431.6%
-452.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -1.6% | -15.6% | +14.0% | -0.9% |
| 30D | +1.4% | -10.4% | +11.8% | +1.8% |
| 3M | -23.4% | -4.3% | -19.1% | -23.3% |
| 6M | -19.4% | +63.5% | -82.9% | -21.3% |
| YTD | -18.5% | +47.7% | -66.2% | -20.3% |
| 1Y | -19.5% | +56.7% | -76.3% | -21.6% |
| 3Y | -21.0% | +443.9% | -464.9% | -28.1% |
| All | -21.0% | +431.6% | -452.6% | -28.1% |
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