+35.1%
PCG vs DAR
+1,334.0%
-1,298.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -1.6% | -9.9% | +8.3% | -1.0% |
| 30D | +1.4% | -16.4% | +17.8% | +2.4% |
| 3M | -23.4% | -17.1% | -6.3% | -22.7% |
| 6M | -19.4% | -20.5% | +1.1% | -18.5% |
| YTD | -18.5% | +39.4% | -57.9% | -20.3% |
| 1Y | -19.5% | +57.2% | -76.8% | -21.9% |
| 3Y | -21.0% | +13.9% | -34.8% | -22.6% |
| 5Y | +13.7% | -40.8% | +54.6% | +15.0% |
| 10Y | -77.2% | +276.2% | -353.4% | -78.9% |
| All | +35.1% | +1,334.0% | -1,298.9% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling