-76.5%
PCG vs GME
+470.0%
-546.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.0% | +6.0% | -8.0% | -2.0% |
| 30D | -2.7% | -5.9% | +3.2% | -2.6% |
| 3M | -25.1% | +38.2% | -63.3% | -25.4% |
| 6M | -22.3% | +14.5% | -36.8% | -22.5% |
| YTD | -18.5% | +27.6% | -46.1% | -18.8% |
| 1Y | -21.8% | +19.9% | -41.8% | -22.1% |
| 3Y | -21.0% | +104.3% | -125.3% | -22.9% |
| 5Y | +8.1% | -49.3% | +57.4% | +6.3% |
| All | -76.5% | +470.0% | -546.4% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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