-20.0%
PCG vs DG
+22.1%
-42.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -2.0% | -2.5% | +0.5% | -1.9% |
| 30D | -2.7% | +7.7% | -10.4% | -2.7% |
| 3M | -25.1% | +13.1% | -38.2% | -25.1% |
| 6M | -22.3% | +32.0% | -54.3% | -22.4% |
| YTD | -18.5% | +3.3% | -21.8% | -18.3% |
| 1Y | -21.8% | +31.7% | -53.5% | -21.5% |
| All | -20.0% | +22.1% | -42.2% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling