-75.2%
PCG vs DLR
+163.6%
-238.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +5.4% | +3.4% | +2.0% | +4.3% |
| 30D | -15.1% | -2.2% | -12.9% | -14.5% |
| 3M | -9.8% | +4.7% | -14.5% | -11.5% |
| 6M | -18.0% | +9.0% | -27.0% | -20.7% |
| YTD | -7.2% | +24.1% | -31.4% | -14.1% |
| 1Y | +2.9% | +20.9% | -18.1% | -4.2% |
| 3Y | -11.1% | +60.0% | -71.1% | -26.0% |
| 5Y | +61.8% | +35.3% | +26.5% | +40.6% |
| 10Y | -75.2% | +165.8% | -240.9% | -83.6% |
| All | -75.2% | +163.6% | -238.7% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling