+96.3%
PCG vs GPN
+2,491.4%
-2,395.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.0% | +11.0% | +2.0% |
| 7D | -2.0% | -7.1% | +5.2% | -0.4% |
| 30D | -2.7% | +7.7% | -10.4% | -5.1% |
| 3M | -25.1% | -0.1% | -25.0% | -25.7% |
| 6M | -22.3% | +29.4% | -51.7% | -28.4% |
| YTD | -18.5% | +15.1% | -33.6% | -23.5% |
| 1Y | -21.8% | +15.4% | -37.3% | -26.8% |
| 3Y | -21.0% | -16.5% | -4.5% | -21.5% |
| 5Y | +8.1% | -29.6% | +37.7% | +9.6% |
| 10Y | -76.6% | +34.7% | -111.4% | -79.2% |
| All | +96.3% | +2,491.4% | -2,395.1% | -0.5% |
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