-76.0%
PCG vs DLR
+162.1%
-238.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -13.9% | +1.6% | -15.4% | -14.3% |
| 30D | -16.9% | -3.4% | -13.5% | -15.9% |
| 3M | -14.7% | +0.5% | -15.2% | -15.1% |
| 6M | -23.8% | +4.6% | -28.4% | -25.3% |
| YTD | -10.5% | +23.4% | -33.9% | -16.9% |
| 1Y | -5.1% | +19.0% | -24.1% | -11.2% |
| 3Y | -11.6% | +56.5% | -68.1% | -25.9% |
| 5Y | +59.0% | +33.3% | +25.7% | +38.9% |
| All | -76.0% | +162.1% | -238.1% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling