-76.0%
PCG vs DE
+762.0%
-838.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.4% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +0.8% | +3.6% | -2.8% | -0.6% |
| 3M | -23.8% | +10.2% | -34.0% | -27.3% |
| 6M | -19.6% | +16.6% | -36.2% | -25.3% |
| YTD | -16.7% | +45.8% | -62.5% | -29.5% |
| 1Y | -19.4% | +43.9% | -63.3% | -31.6% |
| 3Y | -18.3% | +89.6% | -107.9% | -39.7% |
| 5Y | +10.4% | +100.3% | -89.9% | -23.5% |
| All | -76.0% | +762.0% | -838.0% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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