-23.7%
PCG vs DOW
-15.8%
-7.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.5% | +3.3% |
| 7D | -13.9% | -2.4% | -11.5% | -13.5% |
| 30D | -16.9% | +0.4% | -17.2% | -17.4% |
| 3M | -14.7% | -14.4% | -0.3% | -11.4% |
| 6M | -23.8% | -7.0% | -16.8% | -24.1% |
| YTD | -10.5% | +30.2% | -40.7% | -21.1% |
| 1Y | -5.1% | +29.2% | -34.3% | -17.1% |
| 3Y | -11.6% | -36.7% | +25.1% | -2.4% |
| 5Y | +59.0% | -37.7% | +96.7% | +73.1% |
| All | -23.7% | -15.8% | -7.9% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling