+48.3%
PCG vs DAR
+1,762.6%
-1,714.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -13.9% | +1.4% | -15.2% | -14.0% |
| 30D | -16.9% | +12.8% | -29.6% | -17.5% |
| 3M | -14.7% | +7.4% | -22.1% | -15.2% |
| 6M | -23.8% | +22.3% | -46.1% | -24.9% |
| YTD | -10.5% | +81.1% | -91.6% | -13.7% |
| 1Y | -5.1% | +106.5% | -111.6% | -9.3% |
| 3Y | -11.6% | +5.3% | -16.9% | -13.0% |
| 5Y | +59.0% | -11.5% | +70.6% | +57.3% |
| 10Y | -75.7% | +353.3% | -429.1% | -77.8% |
| All | +48.3% | +1,762.6% | -1,714.3% | +20.3% |
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