-18.3%
PCG vs DOW
-20.1%
+1.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +2.2% | +5.2% | -3.1% | +1.7% |
| 30D | +0.8% | +13.2% | -12.4% | -0.4% |
| 3M | -23.8% | +10.1% | -33.9% | -24.6% |
| 6M | -19.6% | -13.1% | -6.5% | -18.4% |
| YTD | -16.7% | +46.1% | -62.9% | -22.3% |
| 1Y | -19.4% | +50.0% | -69.4% | -25.2% |
| 3Y | -18.3% | -20.2% | +1.9% | -21.3% |
| All | -18.3% | -20.1% | +1.8% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling