-77.6%
PCG vs DRI
+367.2%
-444.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -1.6% | +2.8% | -4.4% | -2.6% |
| 30D | +1.4% | +13.3% | -11.8% | -3.0% |
| 3M | -23.4% | +8.2% | -31.6% | -25.9% |
| 6M | -19.4% | +17.5% | -36.9% | -24.5% |
| YTD | -18.5% | +26.9% | -45.4% | -26.1% |
| 1Y | -19.5% | +31.6% | -51.1% | -28.2% |
| 3Y | -21.0% | +67.0% | -87.9% | -36.9% |
| 5Y | +13.7% | +72.9% | -59.2% | -12.4% |
| All | -77.6% | +367.2% | -444.8% | -86.8% |
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