-21.0%
PCG vs DOW
-15.4%
-5.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +5.4% | -2.9% | +8.3% | +6.2% |
| 30D | -15.1% | +2.0% | -17.1% | -16.0% |
| 3M | -9.8% | -12.5% | +2.7% | -6.8% |
| 6M | -18.0% | -9.2% | -8.8% | -17.6% |
| YTD | -7.2% | +30.8% | -38.0% | -18.3% |
| 1Y | +2.9% | +29.4% | -26.5% | -10.1% |
| 3Y | -11.1% | -34.6% | +23.5% | -3.2% |
| 5Y | +61.8% | -35.9% | +97.7% | +74.1% |
| All | -21.0% | -15.4% | -5.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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