-76.0%
PCG vs D
+48.0%
-124.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | +2.2% | -1.4% | +3.5% | +3.0% |
| 30D | +0.8% | +7.7% | -7.0% | -3.7% |
| 3M | -23.8% | -0.3% | -23.5% | -23.8% |
| 6M | -19.6% | +10.1% | -29.7% | -24.4% |
| YTD | -16.7% | +19.1% | -35.8% | -25.2% |
| 1Y | -19.4% | +15.9% | -35.3% | -26.5% |
| 3Y | -18.3% | +75.0% | -93.3% | -42.3% |
| 5Y | +10.4% | +13.4% | -3.0% | -0.7% |
| All | -76.0% | +48.0% | -124.0% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling