+89.2%
PCG vs DE
+14,844.7%
-14,755.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.2% | +2.3% | -4.5% | -2.7% |
| 30D | -0.5% | +9.3% | -9.8% | -2.4% |
| 3M | -24.0% | +12.2% | -36.2% | -26.3% |
| 6M | -18.6% | +18.1% | -36.7% | -22.2% |
| YTD | -17.7% | +49.8% | -67.4% | -25.4% |
| 1Y | -20.0% | +46.4% | -66.4% | -27.3% |
| 3Y | -20.2% | +92.5% | -112.8% | -32.4% |
| 5Y | +8.4% | +107.4% | -99.0% | -10.7% |
| 10Y | -76.4% | +784.1% | -860.5% | -85.5% |
| All | +89.2% | +14,844.7% | -14,755.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling