-19.6%
PCG vs GPN
+36.1%
-55.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +2.0% |
| 7D | +2.2% | -5.6% | +7.8% | +2.4% |
| 30D | +0.8% | +13.6% | -12.9% | +0.3% |
| 3M | -23.8% | -2.8% | -21.0% | -23.5% |
| 6M | -19.6% | +38.1% | -57.7% | -20.0% |
| All | -19.6% | +36.1% | -55.7% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling