+9.0%
PCG vs GPC
+7.2%
+1.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | +0.4% | -0.8% | -0.5% |
| 30D | +0.8% | -1.8% | +2.6% | +1.1% |
| 3M | -22.0% | -6.6% | -15.5% | -20.7% |
| 6M | -17.1% | +21.3% | -38.4% | -22.0% |
| YTD | -16.9% | +4.3% | -21.1% | -19.1% |
| 1Y | -19.1% | +3.3% | -22.3% | -21.2% |
| 3Y | -19.4% | +0.8% | -20.2% | -24.2% |
| 5Y | +9.0% | +7.4% | +1.6% | -8.8% |
| All | +9.0% | +7.2% | +1.8% | -8.8% |
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