-76.7%
PCG vs DD
+105.4%
-182.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | -0.9% |
| 7D | -1.1% | +9.8% | -10.8% | -4.7% |
| 30D | +0.1% | +19.3% | -19.3% | -6.7% |
| 3M | -24.4% | +9.4% | -33.8% | -27.2% |
| 6M | -17.7% | +4.8% | -22.5% | -19.8% |
| YTD | -17.4% | +30.2% | -47.7% | -26.7% |
| 1Y | -19.4% | +32.2% | -51.6% | -29.0% |
| 3Y | -18.6% | +93.1% | -111.7% | -40.7% |
| 5Y | +10.2% | +68.0% | -57.8% | -17.1% |
| 10Y | -76.7% | +98.5% | -175.2% | -85.3% |
| All | -76.7% | +105.4% | -182.1% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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