-75.9%
PCG vs DGX
+249.5%
-325.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +0.5% | -3.5% | +4.0% | +1.9% |
| 30D | -18.9% | -2.7% | -16.2% | -18.0% |
| 3M | -15.8% | +13.9% | -29.7% | -20.7% |
| 6M | -22.6% | +16.0% | -38.6% | -27.8% |
| YTD | -12.2% | +34.9% | -47.1% | -23.5% |
| 1Y | -7.1% | +30.6% | -37.6% | -18.3% |
| 3Y | -15.8% | +93.0% | -108.8% | -39.1% |
| 5Y | +53.3% | +64.4% | -11.1% | +17.0% |
| All | -75.9% | +249.5% | -325.4% | -88.0% |
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