-13.8%
PCG vs GTLB
+1.9%
-15.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.4% |
| 7D | -13.9% | +11.1% | -24.9% | -14.1% |
| 30D | -16.9% | +37.8% | -54.7% | -17.8% |
| 3M | -14.7% | +61.6% | -76.3% | -16.3% |
| 6M | -23.8% | +98.9% | -122.7% | -26.1% |
| YTD | -10.5% | +32.8% | -43.3% | -11.0% |
| 1Y | -5.1% | +14.7% | -19.8% | -4.9% |
| All | -13.8% | +1.9% | -15.7% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling