-75.2%
PCG vs GIS
-18.7%
-56.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.0% |
| 7D | +5.4% | -8.3% | +13.7% | +7.4% |
| 30D | -15.1% | +2.2% | -17.3% | -15.7% |
| 3M | -9.8% | +15.7% | -25.5% | -13.1% |
| 6M | -18.0% | -12.0% | -6.0% | -16.0% |
| YTD | -7.2% | -15.0% | +7.7% | -4.4% |
| 1Y | +2.9% | -20.1% | +23.0% | +7.4% |
| 3Y | -11.1% | -34.6% | +23.5% | -3.7% |
| 5Y | +61.8% | -22.8% | +84.6% | +68.9% |
| 10Y | -75.2% | -18.5% | -56.7% | -71.7% |
| All | -75.2% | -18.7% | -56.5% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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