+17.4%
PCG vs DOC
-22.8%
+40.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.2% |
| 7D | +1.9% | +8.7% | -6.8% | -0.9% |
| 30D | +8.5% | +7.6% | +0.9% | +5.7% |
| 3M | -22.9% | -5.3% | -17.6% | -21.6% |
| 6M | -16.8% | +27.6% | -44.4% | -24.1% |
| YTD | -15.8% | +32.4% | -48.2% | -24.6% |
| 1Y | -16.0% | +22.9% | -38.9% | -22.7% |
| 3Y | -18.9% | +43.1% | -62.0% | -31.2% |
| 5Y | +17.4% | -21.4% | +38.8% | +38.3% |
| All | +17.4% | -22.8% | +40.2% | +38.3% |
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