-76.4%
PCG vs DD
+99.0%
-175.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.2% | +3.2% | -5.5% | -3.5% |
| 30D | -0.5% | +20.3% | -20.7% | -7.4% |
| 3M | -24.0% | +8.2% | -32.1% | -26.5% |
| 6M | -18.6% | +3.4% | -22.0% | -20.4% |
| YTD | -17.7% | +30.6% | -48.3% | -27.0% |
| 1Y | -20.0% | +30.6% | -50.7% | -29.2% |
| 3Y | -20.2% | +91.1% | -111.4% | -41.6% |
| 5Y | +8.4% | +68.6% | -60.2% | -18.6% |
| 10Y | -76.4% | +99.9% | -176.3% | -85.2% |
| All | -76.4% | +99.0% | -175.4% | -85.2% |
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