+552.2%
DELL vs PCG
+13.7%
+538.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.6% | +4.1% |
| 7D | -22.6% | -1.6% | -21.0% | -22.3% |
| 30D | -43.2% | +1.4% | -44.6% | -43.3% |
| 3M | -24.8% | -23.4% | -1.4% | -20.7% |
| 6M | +38.0% | -19.4% | +57.4% | +42.8% |
| YTD | +163.7% | -18.5% | +182.2% | +170.8% |
| 1Y | +122.5% | -19.5% | +142.1% | +129.3% |
| 3Y | +377.0% | -21.0% | +397.9% | +385.4% |
| All | +552.2% | +13.7% | +538.4% | +471.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling