-76.0%
PCG vs DRI
+331.7%
-407.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +0.8% | +9.7% | -8.9% | -2.5% |
| 3M | -23.8% | +3.2% | -27.0% | -25.0% |
| 6M | -19.6% | +20.6% | -40.2% | -25.4% |
| YTD | -16.7% | +28.3% | -45.0% | -24.9% |
| 1Y | -19.4% | +34.5% | -53.9% | -28.6% |
| 3Y | -18.3% | +66.5% | -84.8% | -34.8% |
| 5Y | +10.4% | +79.6% | -69.2% | -16.3% |
| All | -76.0% | +331.7% | -407.7% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling