-10.8%
PCG vs GPN
-26.7%
+15.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +7.0% | +4.2% |
| 7D | +5.4% | -0.7% | +6.1% | +5.4% |
| 30D | -15.1% | +3.8% | -19.0% | -15.7% |
| 3M | -9.8% | +39.2% | -49.0% | -14.8% |
| 6M | -18.0% | +17.9% | -35.9% | -20.6% |
| YTD | -7.2% | +16.4% | -23.6% | -10.3% |
| 1Y | +2.9% | +3.6% | -0.8% | +1.9% |
| All | -10.8% | -26.7% | +15.9% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling