-17.6%
PCG vs DOC
+21.7%
-39.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | 0.0% | +6.2% | -6.2% | -0.7% |
| 30D | +5.8% | +6.5% | -0.6% | +5.0% |
| 3M | -22.8% | -6.2% | -16.5% | -22.2% |
| 6M | -18.4% | +25.6% | -44.0% | -19.3% |
| YTD | -16.9% | +32.1% | -48.9% | -17.6% |
| 1Y | -17.6% | +20.3% | -37.9% | -18.2% |
| All | -17.6% | +21.7% | -39.3% | -18.2% |
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