+91.1%
PCG vs GPC
+2,100.6%
-2,009.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | +5.8% | -2.3% | +8.1% | +6.5% |
| 3M | -22.8% | -4.5% | -18.3% | -21.7% |
| 6M | -18.4% | +21.6% | -40.0% | -24.6% |
| YTD | -16.9% | +4.0% | -20.9% | -19.6% |
| 1Y | -17.6% | +3.5% | -21.1% | -20.3% |
| 3Y | -20.0% | +2.1% | -22.1% | -24.6% |
| 5Y | +16.0% | +5.5% | +10.6% | +6.9% |
| 10Y | -76.7% | +90.7% | -167.4% | -83.2% |
| All | +91.1% | +2,100.6% | -2,009.5% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling