-76.3%
PCG vs DG
+101.8%
-178.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -3.5% | -6.5% | +3.0% | -2.4% |
| 30D | -20.6% | +4.2% | -24.8% | -21.3% |
| 3M | -17.6% | +9.5% | -27.1% | -19.1% |
| 6M | -23.5% | -13.1% | -10.3% | -22.0% |
| YTD | -13.6% | -4.8% | -8.8% | -13.5% |
| 1Y | -11.3% | +20.6% | -31.9% | -15.3% |
| 3Y | -16.9% | +4.9% | -21.9% | -21.9% |
| 5Y | +50.8% | -37.9% | +88.7% | +62.3% |
| All | -76.3% | +101.8% | -178.0% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling