-57.0%
PCG vs DG
+612.5%
-669.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +1.4% | +9.5% | -8.1% | -0.1% |
| 3M | -23.4% | +5.5% | -28.9% | -24.2% |
| 6M | -19.4% | +16.1% | -35.5% | -21.6% |
| YTD | -18.5% | +2.7% | -21.2% | -19.4% |
| 1Y | -19.5% | +42.1% | -61.6% | -24.6% |
| 3Y | -21.0% | +19.3% | -40.2% | -26.5% |
| 5Y | +13.7% | -35.3% | +49.1% | +18.4% |
| 10Y | -77.2% | +123.9% | -201.1% | -80.2% |
| All | -57.0% | +612.5% | -669.5% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling