+54.2%
PCG vs DGX
+64.0%
-9.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | +6.5% | -2.2% | +8.7% | +7.1% |
| 30D | -16.7% | -0.9% | -15.8% | -16.5% |
| 3M | -14.2% | +15.6% | -29.8% | -18.1% |
| 6M | -21.5% | +17.8% | -39.2% | -25.6% |
| YTD | -11.2% | +37.5% | -48.6% | -20.0% |
| 1Y | -4.2% | +31.2% | -35.4% | -12.7% |
| 3Y | -14.9% | +96.6% | -111.5% | -33.2% |
| 5Y | +54.2% | +64.9% | -10.7% | +21.4% |
| All | +54.2% | +64.0% | -9.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling