+105.7%
PCG vs GPC
+2,341.8%
-2,236.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | -13.9% | +1.2% | -15.1% | -14.2% |
| 30D | -16.9% | +6.0% | -22.8% | -18.5% |
| 3M | -14.7% | +42.6% | -57.4% | -25.2% |
| 6M | -23.8% | +22.8% | -46.6% | -29.8% |
| YTD | -10.5% | +15.5% | -26.0% | -16.3% |
| 1Y | -5.1% | +2.0% | -7.2% | -7.4% |
| 3Y | -11.6% | -1.4% | -10.2% | -15.5% |
| 5Y | +59.0% | +30.6% | +28.4% | +35.8% |
| 10Y | -75.7% | +80.6% | -156.3% | -82.1% |
| All | +105.7% | +2,341.8% | -2,236.1% | -36.9% |
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