+240.9%
DIA vs PCG
-77.2%
+318.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +0.8% | -1.1% | +1.8% | +0.9% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | -2.7% | -24.4% | +21.7% | -0.8% |
| 6M | +6.2% | -17.7% | +23.9% | +7.4% |
| YTD | +10.1% | -17.4% | +27.5% | +11.3% |
| 1Y | +13.0% | -19.4% | +32.4% | +14.4% |
| 3Y | +61.9% | -18.6% | +80.5% | +63.2% |
| 5Y | +57.1% | +10.2% | +46.9% | +54.5% |
| 10Y | +240.9% | -76.7% | +317.6% | +248.0% |
| All | +240.9% | -77.2% | +318.1% | +248.0% |
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