-76.7%
PCG vs DRI
+370.8%
-447.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -1.1% | +3.1% | -4.2% | -2.2% |
| 30D | +0.1% | +16.2% | -16.2% | -5.2% |
| 3M | -24.4% | +8.4% | -32.8% | -26.9% |
| 6M | -17.7% | +19.0% | -36.7% | -23.2% |
| YTD | -17.4% | +28.8% | -46.2% | -25.6% |
| 1Y | -19.4% | +33.1% | -52.5% | -28.4% |
| 3Y | -18.6% | +70.8% | -89.4% | -35.6% |
| 5Y | +10.2% | +74.2% | -64.0% | -15.5% |
| 10Y | -76.7% | +345.5% | -422.2% | -87.3% |
| All | -76.7% | +370.8% | -447.5% | -87.3% |
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