-77.6%
PCG vs DLR
+166.0%
-243.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.6% | -3.6% | +2.0% | -0.5% |
| 30D | +1.4% | -3.5% | +4.9% | +2.4% |
| 3M | -23.4% | -8.9% | -14.5% | -21.2% |
| 6M | -19.4% | -11.6% | -7.8% | -16.6% |
| YTD | -18.5% | +14.9% | -33.4% | -22.7% |
| 1Y | -19.5% | +6.4% | -26.0% | -21.9% |
| 3Y | -21.0% | +47.3% | -68.2% | -32.4% |
| 5Y | +13.7% | +32.8% | -19.1% | -0.7% |
| All | -77.6% | +166.0% | -243.6% | -85.2% |
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