-4.2%
PCG vs DE
+42.9%
-47.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.2% |
| 7D | +6.5% | -3.0% | +9.5% | +6.7% |
| 30D | -16.7% | +11.1% | -27.9% | -18.0% |
| 3M | -14.2% | +17.6% | -31.8% | -16.7% |
| 6M | -21.5% | +13.6% | -35.0% | -23.4% |
| YTD | -11.2% | +46.3% | -57.4% | -15.0% |
| 1Y | -4.2% | +44.2% | -48.4% | -9.8% |
| All | -4.2% | +42.9% | -47.1% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling