+91.1%
PCG vs D
+2,488.7%
-2,397.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | 0.0% | +6.9% | -6.9% | -4.6% |
| 30D | +5.8% | +12.3% | -6.5% | -2.7% |
| 3M | -22.8% | +3.0% | -25.8% | -24.6% |
| 6M | -18.4% | +12.8% | -31.2% | -25.6% |
| YTD | -16.9% | +22.6% | -39.4% | -28.4% |
| 1Y | -17.6% | +21.7% | -39.3% | -28.9% |
| 3Y | -20.0% | +83.9% | -103.9% | -49.3% |
| 5Y | +16.0% | +14.0% | +2.1% | +0.1% |
| 10Y | -76.7% | +45.6% | -122.3% | -83.7% |
| All | +91.1% | +2,488.7% | -2,397.6% | -81.2% |
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