+54.5%
PCG vs DOC
-24.5%
+79.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.0% |
| 7D | -13.9% | -1.5% | -12.4% | -13.4% |
| 30D | -16.9% | -4.8% | -12.1% | -15.5% |
| 3M | -14.7% | +6.9% | -21.6% | -16.7% |
| 6M | -23.8% | +20.7% | -44.6% | -28.9% |
| YTD | -10.5% | +34.1% | -44.6% | -20.0% |
| 1Y | -5.1% | +22.6% | -27.8% | -12.4% |
| 3Y | -11.6% | +20.8% | -32.4% | -18.7% |
| All | +54.5% | -24.5% | +79.0% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling