-18.3%
PCG vs GME
+106.8%
-125.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +2.2% | +2.9% | -0.7% | +2.1% |
| 30D | +0.8% | -4.8% | +5.5% | +0.8% |
| 3M | -23.8% | +39.2% | -63.0% | -24.0% |
| 6M | -19.6% | +17.1% | -36.7% | -19.7% |
| YTD | -16.7% | +28.7% | -45.5% | -17.0% |
| 1Y | -19.4% | +23.3% | -42.7% | -19.6% |
| 3Y | -18.3% | +112.9% | -131.2% | -17.7% |
| All | -18.3% | +106.8% | -125.1% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling