+4,166.8%
DELL vs PCG
-74.9%
+4,241.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.5% |
| 7D | +25.6% | +5.4% | +20.2% | +24.9% |
| 30D | +17.7% | -15.1% | +32.8% | +19.1% |
| 3M | +33.4% | -9.8% | +43.2% | +34.2% |
| 6M | +266.2% | -18.0% | +284.2% | +271.2% |
| YTD | +328.0% | -7.2% | +335.2% | +328.4% |
| 1Y | +339.6% | +2.9% | +336.7% | +335.3% |
| 3Y | +694.6% | -11.1% | +705.7% | +695.5% |
| 5Y | +1,122.0% | +61.8% | +1,060.2% | +1,058.6% |
| All | +4,166.8% | -74.9% | +4,241.7% | +4,061.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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