-76.2%
PCG vs DAR
+269.9%
-346.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -0.5% | -3.8% | +3.4% | +0.5% |
| 30D | +0.8% | -14.4% | +15.2% | +4.7% |
| 3M | -22.0% | -17.9% | -4.1% | -18.6% |
| 6M | -17.1% | -18.3% | +1.2% | -13.8% |
| YTD | -16.9% | +43.2% | -60.1% | -26.3% |
| 1Y | -19.1% | +57.7% | -76.8% | -30.5% |
| 3Y | -19.4% | +22.7% | -42.2% | -29.7% |
| 5Y | +9.0% | -34.0% | +43.0% | +13.3% |
| 10Y | -76.2% | +279.5% | -355.6% | -87.6% |
| All | -76.2% | +269.9% | -346.1% | -87.6% |
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