-13.8%
PCG vs DE
+75.8%
-89.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | +10.0% | -23.9% | -15.4% |
| 30D | -16.9% | +13.3% | -30.2% | -18.9% |
| 3M | -14.7% | +17.5% | -32.2% | -17.7% |
| 6M | -23.8% | +13.6% | -37.4% | -26.1% |
| YTD | -10.5% | +49.8% | -60.3% | -18.0% |
| 1Y | -5.1% | +47.9% | -53.0% | -13.1% |
| All | -13.8% | +75.8% | -89.6% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling