-16.0%
PCG vs DG
+45.3%
-61.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | +0.3% |
| 7D | +1.9% | +12.3% | -10.4% | +1.2% |
| 30D | +8.5% | +19.3% | -10.8% | +7.3% |
| 3M | -22.9% | +11.9% | -34.7% | -23.3% |
| 6M | -16.8% | +25.0% | -41.7% | -17.8% |
| YTD | -15.8% | +8.7% | -24.5% | -14.9% |
| 1Y | -16.0% | +44.7% | -60.7% | -18.8% |
| All | -16.0% | +45.3% | -61.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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