-75.2%
PCG vs DD
+69.4%
-144.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | -15.1% | -7.4% | -7.7% | -12.6% |
| 3M | -9.8% | -6.4% | -3.4% | -7.8% |
| 6M | -18.0% | -2.5% | -15.5% | -18.1% |
| YTD | -7.2% | +10.2% | -17.5% | -12.0% |
| 1Y | +2.9% | +36.9% | -34.1% | -10.9% |
| 3Y | -11.1% | +47.0% | -58.1% | -27.7% |
| 5Y | +61.8% | +63.1% | -1.4% | +22.0% |
| 10Y | -75.2% | +68.2% | -143.3% | -83.9% |
| All | -75.2% | +69.4% | -144.5% | -83.9% |
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