+2,662.4%
DELL vs PCG
-76.0%
+2,738.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.2% | -9.3% | -7.4% |
| 7D | +4.9% | +2.2% | +2.7% | +4.6% |
| 30D | -32.1% | +0.8% | -32.8% | -32.1% |
| 3M | -30.2% | -23.8% | -6.4% | -28.7% |
| 6M | +41.7% | -19.6% | +61.3% | +44.0% |
| YTD | +176.6% | -16.7% | +193.3% | +179.6% |
| 1Y | +159.9% | -19.4% | +179.3% | +163.6% |
| 3Y | +388.0% | -18.3% | +406.3% | +392.5% |
| 5Y | +578.2% | +10.4% | +567.8% | +564.0% |
| All | +2,662.4% | -76.0% | +2,738.4% | +2,585.1% |
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