-5.1%
PCG vs DOC
+23.9%
-29.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.7% |
| 7D | -13.9% | -1.5% | -12.4% | -13.7% |
| 30D | -16.9% | -4.8% | -12.1% | -16.3% |
| 3M | -14.7% | +6.9% | -21.6% | -15.3% |
| 6M | -23.8% | +20.7% | -44.6% | -24.8% |
| YTD | -10.5% | +34.1% | -44.6% | -14.0% |
| 1Y | -5.1% | +22.6% | -27.8% | -6.6% |
| All | -5.1% | +23.9% | -29.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling