-76.7%
PCG vs DOV
+361.0%
-437.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | -0.9% |
| 7D | -1.1% | -1.4% | +0.3% | -0.5% |
| 30D | +0.1% | +12.8% | -12.7% | -6.1% |
| 3M | -24.4% | +1.1% | -25.6% | -25.0% |
| 6M | -17.7% | -2.6% | -15.0% | -17.2% |
| YTD | -17.4% | +9.9% | -27.3% | -22.5% |
| 1Y | -19.4% | +19.3% | -38.7% | -27.7% |
| 3Y | -18.6% | +68.4% | -87.0% | -42.3% |
| 5Y | +10.2% | +29.1% | -18.9% | -10.8% |
| 10Y | -76.7% | +340.2% | -416.9% | -87.5% |
| All | -76.7% | +361.0% | -437.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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