+697.3%
DELL vs PCG
-12.4%
+709.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.2% |
| 7D | +14.9% | -13.9% | +28.7% | +17.4% |
| 30D | +13.3% | -16.9% | +30.1% | +16.6% |
| 3M | +24.4% | -14.7% | +39.1% | +27.1% |
| 6M | +258.0% | -23.8% | +281.8% | +276.4% |
| YTD | +320.2% | -10.5% | +330.7% | +322.0% |
| 1Y | +319.1% | -5.1% | +324.2% | +314.2% |
| All | +697.3% | -12.4% | +709.6% | +705.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling