+93.6%
PCG vs D
+2,492.7%
-2,399.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -2.2% |
| 7D | +1.9% | +8.5% | -6.6% | -3.8% |
| 30D | +8.5% | +14.3% | -5.8% | -1.4% |
| 3M | -22.9% | +1.8% | -24.7% | -24.1% |
| 6M | -16.8% | +13.0% | -29.8% | -24.2% |
| YTD | -15.8% | +22.7% | -38.5% | -27.6% |
| 1Y | -16.0% | +22.6% | -38.6% | -27.9% |
| 3Y | -18.9% | +84.2% | -103.2% | -48.7% |
| 5Y | +17.4% | +15.8% | +1.6% | +0.1% |
| 10Y | -76.4% | +45.8% | -122.2% | -83.6% |
| All | +93.6% | +2,492.7% | -2,399.2% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling