+61.8%
PCG vs DE
+95.7%
-33.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.5% | +4.1% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | -15.1% | +9.6% | -24.8% | -17.3% |
| 3M | -9.8% | +19.0% | -28.8% | -14.3% |
| 6M | -18.0% | +16.1% | -34.1% | -21.7% |
| YTD | -7.2% | +47.0% | -54.3% | -17.0% |
| 1Y | +2.9% | +43.1% | -40.3% | -7.6% |
| 3Y | -11.1% | +77.5% | -88.6% | -26.2% |
| 5Y | +61.8% | +96.4% | -34.6% | +25.4% |
| All | +61.8% | +95.7% | -33.9% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling