-76.7%
PCG vs DLR
+174.9%
-251.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.2% |
| 7D | -1.1% | +2.4% | -3.4% | -1.9% |
| 30D | +0.1% | +0.7% | -0.7% | -0.3% |
| 3M | -24.4% | -6.4% | -18.0% | -22.9% |
| 6M | -17.7% | -6.5% | -11.1% | -16.3% |
| YTD | -17.4% | +18.8% | -36.2% | -22.5% |
| 1Y | -19.4% | +9.0% | -28.4% | -22.3% |
| 3Y | -18.6% | +54.5% | -73.1% | -31.3% |
| 5Y | +10.2% | +35.8% | -25.6% | -4.3% |
| 10Y | -76.7% | +177.5% | -254.2% | -84.4% |
| All | -76.7% | +174.9% | -251.6% | -84.4% |
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