-75.9%
PCG vs GPN
+28.6%
-104.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | +0.5% | -3.5% | +4.0% | +1.7% |
| 30D | -18.9% | +3.1% | -22.0% | -19.9% |
| 3M | -15.8% | +42.3% | -58.1% | -25.9% |
| 6M | -22.6% | +20.9% | -43.4% | -28.6% |
| YTD | -12.2% | +15.2% | -27.4% | -18.6% |
| 1Y | -7.1% | +5.4% | -12.5% | -11.3% |
| 3Y | -15.8% | -27.4% | +11.6% | -10.8% |
| 5Y | +53.3% | -44.2% | +97.5% | +75.3% |
| All | -75.9% | +28.6% | -104.4% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling