+26.8%
PCG vs DGX
+8,858.2%
-8,831.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.6% |
| 7D | -13.9% | -2.3% | -11.5% | -13.4% |
| 30D | -16.9% | +0.6% | -17.4% | -17.0% |
| 3M | -14.7% | +21.4% | -36.1% | -18.4% |
| 6M | -23.8% | +14.7% | -38.5% | -26.3% |
| YTD | -10.5% | +38.4% | -48.9% | -16.9% |
| 1Y | -5.1% | +34.0% | -39.1% | -11.4% |
| 3Y | -11.6% | +92.7% | -104.3% | -24.1% |
| 5Y | +59.0% | +67.7% | -8.7% | +39.7% |
| 10Y | -75.7% | +248.0% | -323.7% | -81.6% |
| All | +26.8% | +8,858.2% | -8,831.4% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling