+105.7%
PCG vs DD
+961.9%
-856.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.4% |
| 7D | -13.9% | -3.5% | -10.3% | -13.1% |
| 30D | -16.9% | -10.3% | -6.5% | -14.6% |
| 3M | -14.7% | -7.5% | -7.2% | -13.3% |
| 6M | -23.8% | -8.0% | -15.8% | -22.7% |
| YTD | -10.5% | +10.5% | -21.0% | -13.3% |
| 1Y | -5.1% | +38.3% | -43.4% | -13.2% |
| 3Y | -11.6% | +42.5% | -54.1% | -21.1% |
| 5Y | +59.0% | +60.2% | -1.2% | +36.4% |
| 10Y | -75.7% | +68.9% | -144.6% | -80.2% |
| All | +105.7% | +961.9% | -856.2% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling