+35.1%
PCG vs GTLB
-47.1%
+82.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.4% |
| 7D | -13.9% | +11.1% | -24.9% | -14.5% |
| 30D | -16.9% | +37.8% | -54.7% | -18.6% |
| 3M | -14.7% | +61.6% | -76.3% | -17.4% |
| 6M | -23.8% | +98.9% | -122.7% | -27.5% |
| YTD | -10.5% | +32.8% | -43.3% | -12.6% |
| 1Y | -5.1% | +14.7% | -19.8% | -6.6% |
| 3Y | -11.6% | +1.3% | -12.9% | -14.0% |
| All | +35.1% | -47.1% | +82.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling