-21.0%
PCG vs DOW
-24.9%
+4.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -1.6% | -9.5% | +7.9% | -0.8% |
| 30D | +1.4% | +13.1% | -11.7% | +0.2% |
| 3M | -23.4% | +4.8% | -28.2% | -23.9% |
| 6M | -19.4% | -16.7% | -2.7% | -17.9% |
| YTD | -18.5% | +38.9% | -57.4% | -23.6% |
| 1Y | -19.5% | +48.3% | -67.8% | -25.5% |
| 3Y | -21.0% | -24.4% | +3.4% | -24.0% |
| All | -21.0% | -24.9% | +4.0% | -24.0% |
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