-21.0%
PCG vs DRI
+66.4%
-87.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -1.6% | +2.8% | -4.4% | -2.1% |
| 30D | +1.4% | +13.3% | -11.8% | -0.7% |
| 3M | -23.4% | +8.2% | -31.6% | -24.6% |
| 6M | -19.4% | +17.5% | -36.9% | -22.0% |
| YTD | -18.5% | +26.9% | -45.4% | -22.5% |
| 1Y | -19.5% | +31.6% | -51.1% | -24.1% |
| 3Y | -21.0% | +67.0% | -87.9% | -35.6% |
| All | -21.0% | +66.4% | -87.4% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling