+54.5%
PCG vs DG
-35.0%
+89.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | -13.9% | +8.4% | -22.3% | -14.3% |
| 30D | -16.9% | +4.9% | -21.8% | -17.1% |
| 3M | -14.7% | +29.3% | -44.1% | -16.3% |
| 6M | -23.8% | -11.3% | -12.6% | -23.2% |
| YTD | -10.5% | +1.8% | -12.3% | -10.6% |
| 1Y | -5.1% | +25.3% | -30.4% | -6.8% |
| 3Y | -11.6% | +9.1% | -20.7% | -13.6% |
| All | +54.5% | -35.0% | +89.4% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling