-76.2%
PCG vs D
+44.7%
-120.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.5% | +2.4% | -2.8% | -1.8% |
| 30D | +0.8% | +10.9% | -10.2% | -5.4% |
| 3M | -22.0% | +2.8% | -24.9% | -23.5% |
| 6M | -17.1% | +12.7% | -29.8% | -23.1% |
| YTD | -16.9% | +20.3% | -37.2% | -25.8% |
| 1Y | -19.1% | +17.1% | -36.2% | -26.7% |
| 3Y | -19.4% | +75.1% | -94.6% | -43.1% |
| 5Y | +9.0% | +13.1% | -4.1% | -1.8% |
| 10Y | -76.2% | +48.3% | -124.4% | -82.0% |
| All | -76.2% | +44.7% | -120.9% | -82.0% |
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