-69.0%
PCG vs GH
+481.7%
-550.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.9% | -1.1% | -15.8% | -16.8% |
| 3M | -14.7% | +21.3% | -36.0% | -16.6% |
| 6M | -23.8% | +73.5% | -97.3% | -28.3% |
| YTD | -10.5% | +58.0% | -68.5% | -15.3% |
| 1Y | -5.1% | +163.1% | -168.2% | -15.3% |
| 3Y | -11.6% | +361.0% | -372.6% | -28.6% |
| 5Y | +59.0% | +22.5% | +36.5% | +43.8% |
| All | -69.0% | +481.7% | -550.7% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling