+14.9%
DIA vs PCG
-14.1%
+28.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | +1.6% | +1.9% | -0.3% | +1.5% |
| 30D | +4.1% | +8.5% | -4.4% | +3.7% |
| 3M | -1.0% | -22.9% | +21.9% | +0.4% |
| 6M | +9.7% | -16.8% | +26.4% | +10.2% |
| YTD | +12.2% | -15.8% | +28.0% | +13.5% |
| 1Y | +14.9% | -16.0% | +30.9% | +17.2% |
| All | +14.9% | -14.1% | +28.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling