-21.0%
PCG vs DOV
+57.1%
-78.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | +1.4% | +8.3% | -6.9% | -0.8% |
| 3M | -23.4% | -3.1% | -20.3% | -22.8% |
| 6M | -19.4% | -9.8% | -9.6% | -17.5% |
| YTD | -18.5% | +5.2% | -23.7% | -19.9% |
| 1Y | -19.5% | +15.3% | -34.9% | -22.9% |
| 3Y | -21.0% | +58.8% | -79.8% | -36.1% |
| All | -21.0% | +57.1% | -78.1% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling