-76.0%
PCG vs DAR
+355.9%
-431.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -13.9% | +1.4% | -15.2% | -14.4% |
| 30D | -16.9% | +12.8% | -29.6% | -20.0% |
| 3M | -14.7% | +7.4% | -22.1% | -17.1% |
| 6M | -23.8% | +22.3% | -46.1% | -28.8% |
| YTD | -10.5% | +81.1% | -91.6% | -25.1% |
| 1Y | -5.1% | +106.5% | -111.6% | -24.2% |
| 3Y | -11.6% | +5.3% | -16.9% | -17.0% |
| 5Y | +59.0% | -11.5% | +70.6% | +51.7% |
| All | -76.0% | +355.9% | -431.8% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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