-76.0%
PCG vs DGX
+279.6%
-355.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +1.6% | +0.6% | +1.5% |
| 30D | +0.8% | +11.2% | -10.5% | -3.6% |
| 3M | -23.8% | +10.4% | -34.2% | -27.1% |
| 6M | -19.6% | +37.1% | -56.7% | -30.2% |
| YTD | -16.7% | +52.1% | -68.8% | -31.2% |
| 1Y | -19.4% | +40.7% | -60.1% | -31.1% |
| 3Y | -18.3% | +107.6% | -125.9% | -42.6% |
| 5Y | +10.4% | +90.6% | -80.2% | -21.1% |
| All | -76.0% | +279.6% | -355.6% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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