+1,081.8%
DIA vs PCG
-17.1%
+1,098.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -0.9% | -1.6% | +0.6% | -0.8% |
| 30D | +0.3% | +1.4% | -1.2% | +0.1% |
| 3M | -4.5% | -23.4% | +18.9% | -1.9% |
| 6M | +3.4% | -19.4% | +22.7% | +5.4% |
| YTD | +7.8% | -18.5% | +26.3% | +9.7% |
| 1Y | +10.7% | -19.5% | +30.3% | +12.8% |
| 3Y | +57.5% | -21.0% | +78.5% | +60.0% |
| 5Y | +53.7% | +13.7% | +40.0% | +48.7% |
| 10Y | +247.2% | -77.2% | +324.3% | +263.2% |
| All | +1,081.8% | -17.1% | +1,098.9% | +847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling