+54.5%
PCG vs GPC
+30.9%
+23.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | -13.9% | +1.2% | -15.1% | -14.1% |
| 30D | -16.9% | +6.0% | -22.8% | -18.2% |
| 3M | -14.7% | +42.6% | -57.4% | -23.2% |
| 6M | -23.8% | +22.8% | -46.6% | -28.6% |
| YTD | -10.5% | +15.5% | -26.0% | -15.2% |
| 1Y | -5.1% | +2.0% | -7.2% | -6.8% |
| 3Y | -11.6% | -1.4% | -10.2% | -14.3% |
| All | +54.5% | +30.9% | +23.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling