+57.9%
DIA vs PCG
+10.2%
+47.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.3% |
| 7D | +2.1% | +2.2% | 0.0% | +1.7% |
| 30D | +1.5% | +0.8% | +0.7% | +1.3% |
| 3M | -2.4% | -23.8% | +21.4% | +2.5% |
| 6M | +6.0% | -19.6% | +25.6% | +9.6% |
| YTD | +10.1% | -16.7% | +26.8% | +12.6% |
| 1Y | +11.8% | -19.4% | +31.2% | +15.2% |
| 3Y | +59.7% | -18.3% | +78.0% | +61.1% |
| All | +57.9% | +10.2% | +47.7% | +41.6% |
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