+246.2%
DIA vs PCG
-75.0%
+321.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.8% | -1.4% |
| 7D | +0.1% | +5.4% | -5.4% | -0.4% |
| 30D | -2.1% | -15.1% | +13.1% | -1.1% |
| 3M | +4.2% | -9.8% | +14.0% | +4.7% |
| 6M | +11.9% | -18.0% | +29.9% | +13.3% |
| YTD | +10.8% | -7.2% | +18.1% | +11.0% |
| 1Y | +17.5% | +2.9% | +14.7% | +16.7% |
| 3Y | +59.9% | -11.1% | +71.0% | +60.2% |
| 5Y | +64.1% | +61.8% | +2.4% | +57.3% |
| 10Y | +246.2% | -75.2% | +321.4% | +253.5% |
| All | +246.2% | -75.0% | +321.2% | +253.5% |
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