-76.2%
PCG vs DRI
+343.2%
-419.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -0.5% | +4.2% | -4.7% | -1.9% |
| 30D | +0.8% | +15.7% | -14.9% | -4.3% |
| 3M | -22.0% | +5.8% | -27.8% | -23.9% |
| 6M | -17.1% | +18.4% | -35.5% | -22.6% |
| YTD | -16.9% | +28.2% | -45.1% | -25.0% |
| 1Y | -19.1% | +35.9% | -55.0% | -28.6% |
| 3Y | -19.4% | +67.7% | -87.2% | -35.9% |
| 5Y | +9.0% | +77.9% | -68.9% | -17.1% |
| 10Y | -76.2% | +338.7% | -414.9% | -87.0% |
| All | -76.2% | +343.2% | -419.4% | -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