-16.0%
PCG vs DRI
+34.0%
-50.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.3% |
| 7D | +1.9% | +6.5% | -4.6% | +1.2% |
| 30D | +8.5% | +16.4% | -7.9% | +6.9% |
| 3M | -22.9% | +13.6% | -36.5% | -24.1% |
| 6M | -16.8% | +22.0% | -38.8% | -19.0% |
| YTD | -15.8% | +29.3% | -45.1% | -18.2% |
| 1Y | -16.0% | +32.0% | -48.0% | -18.1% |
| All | -16.0% | +34.0% | -50.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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