-75.2%
PCG vs GME
+237.1%
-312.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.7% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | -15.1% | -1.4% | -13.7% | -15.1% |
| 3M | -9.8% | -15.1% | +5.3% | -9.6% |
| 6M | -18.0% | -22.5% | +4.5% | -17.8% |
| YTD | -7.2% | -5.9% | -1.3% | -7.2% |
| 1Y | +2.9% | -18.6% | +21.5% | +3.0% |
| 3Y | -11.1% | +6.7% | -17.8% | -12.5% |
| 5Y | +61.8% | -62.0% | +123.8% | +59.6% |
| 10Y | -75.2% | +239.5% | -314.6% | -81.7% |
| All | -75.2% | +237.1% | -312.3% | -81.7% |
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