+40.0%
PCG vs GTLB
-50.0%
+90.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.4% | +9.0% | +3.9% |
| 7D | +5.4% | +4.6% | +0.8% | +5.1% |
| 30D | -15.1% | +21.0% | -36.1% | -16.3% |
| 3M | -9.8% | +51.7% | -61.5% | -12.4% |
| 6M | -18.0% | +89.3% | -107.3% | -21.8% |
| YTD | -7.2% | +25.6% | -32.9% | -9.2% |
| 1Y | +2.9% | -1.5% | +4.4% | +2.3% |
| 3Y | -11.1% | -9.9% | -1.2% | -12.9% |
| All | +40.0% | -50.0% | +90.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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