-18.3%
PCG vs DD
+88.8%
-107.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +2.2% | +5.0% | -2.8% | +1.1% |
| 30D | +0.8% | +19.7% | -18.9% | -3.3% |
| 3M | -23.8% | +7.2% | -31.0% | -25.0% |
| 6M | -19.6% | +1.0% | -20.7% | -20.0% |
| YTD | -16.7% | +29.1% | -45.8% | -22.3% |
| 1Y | -19.4% | +28.5% | -47.9% | -24.7% |
| 3Y | -18.3% | +89.4% | -107.8% | -36.4% |
| All | -18.3% | +88.8% | -107.1% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling