+9.3%
PCG vs DG
-35.8%
+45.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +0.8% | +3.2% | -2.5% | +0.5% |
| 3M | -23.8% | +10.4% | -34.2% | -24.4% |
| 6M | -19.6% | +33.2% | -52.8% | -21.3% |
| YTD | -16.7% | +3.0% | -19.7% | -17.0% |
| 1Y | -19.4% | +31.2% | -50.6% | -21.0% |
| 3Y | -18.3% | +21.8% | -40.1% | -21.6% |
| All | +9.3% | -35.8% | +45.2% | +17.1% |
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