+14.1%
PCG vs GTLB
-61.8%
+76.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.9% |
| 7D | -1.6% | -11.1% | +9.5% | -1.0% |
| 30D | +1.4% | -7.5% | +8.9% | +1.7% |
| 3M | -23.4% | +34.8% | -58.2% | -25.0% |
| 6M | -19.4% | +98.0% | -117.4% | -23.2% |
| YTD | -18.5% | +28.1% | -46.6% | -20.3% |
| 1Y | -19.5% | +5.6% | -25.1% | -20.3% |
| 3Y | -21.0% | +15.9% | -36.9% | -23.9% |
| All | +14.1% | -61.8% | +76.0% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling