+14.1%
PCG vs GPC
+3.6%
+10.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +1.4% | -2.1% | +3.5% | +1.8% |
| 3M | -23.4% | -6.8% | -16.6% | -22.0% |
| 6M | -19.4% | +18.6% | -38.0% | -23.7% |
| YTD | -18.5% | +2.7% | -21.2% | -20.4% |
| 1Y | -19.5% | +1.8% | -21.3% | -21.3% |
| 3Y | -21.0% | +1.1% | -22.0% | -26.0% |
| All | +14.1% | +3.6% | +10.6% | -3.2% |
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