-19.6%
PCG vs DOW
+43.1%
-62.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | -1.1% | -9.4% | +8.4% | -1.3% |
| 30D | +0.1% | +8.9% | -8.9% | +0.3% |
| 3M | -24.4% | +6.7% | -31.2% | -24.4% |
| 6M | -17.7% | -14.2% | -3.5% | -17.4% |
| YTD | -17.4% | +36.9% | -54.3% | -20.7% |
| All | -19.6% | +43.1% | -62.7% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling