+100.5%
PCG vs GPN
+2,600.4%
-2,499.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.1% |
| 7D | +2.2% | -5.6% | +7.8% | +3.4% |
| 30D | +0.8% | +13.6% | -12.9% | -3.0% |
| 3M | -23.8% | -2.8% | -21.0% | -23.9% |
| 6M | -19.6% | +38.1% | -57.7% | -27.1% |
| YTD | -16.7% | +19.9% | -36.6% | -22.6% |
| 1Y | -19.4% | +23.4% | -42.8% | -25.8% |
| 3Y | -18.3% | -12.6% | -5.7% | -19.8% |
| 5Y | +10.4% | -26.6% | +37.0% | +10.9% |
| 10Y | -76.1% | +40.4% | -116.5% | -78.9% |
| All | +100.5% | +2,600.4% | -2,499.9% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling