-76.7%
PCG vs GME
+520.4%
-597.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | -1.1% | +5.8% | -6.8% | -1.1% |
| 30D | +0.1% | -3.7% | +3.7% | +0.1% |
| 3M | -24.4% | +33.6% | -58.0% | -24.7% |
| 6M | -17.7% | +5.4% | -23.1% | -17.7% |
| YTD | -17.4% | +27.4% | -44.9% | -17.7% |
| 1Y | -19.4% | +19.0% | -38.4% | -19.6% |
| 3Y | -18.6% | +101.5% | -120.1% | -20.5% |
| 5Y | +10.2% | -50.5% | +60.7% | +8.4% |
| 10Y | -76.7% | +493.3% | -570.0% | -83.3% |
| All | -76.7% | +520.4% | -597.1% | -83.3% |
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