-76.0%
PCG vs D
+35.0%
-111.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.7% |
| 7D | -13.9% | +1.5% | -15.3% | -14.6% |
| 30D | -16.9% | -2.6% | -14.3% | -15.6% |
| 3M | -14.7% | 0.0% | -14.7% | -14.7% |
| 6M | -23.8% | +7.4% | -31.2% | -27.2% |
| YTD | -10.5% | +15.9% | -26.4% | -18.2% |
| 1Y | -5.1% | +18.1% | -23.2% | -14.4% |
| 3Y | -11.6% | +58.4% | -70.0% | -34.1% |
| 5Y | +59.0% | +5.2% | +53.8% | +49.5% |
| All | -76.0% | +35.0% | -111.0% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling