+8.1%
PCG vs DRI
+78.5%
-70.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | -2.7% | +10.8% | -13.5% | -5.2% |
| 3M | -25.1% | +0.9% | -26.0% | -25.4% |
| 6M | -22.3% | +16.3% | -38.6% | -25.6% |
| YTD | -18.5% | +27.8% | -46.3% | -24.3% |
| 1Y | -21.8% | +33.9% | -55.7% | -28.4% |
| 3Y | -21.0% | +67.2% | -88.2% | -33.5% |
| 5Y | +8.1% | +79.0% | -70.9% | -13.2% |
| All | +8.1% | +78.5% | -70.4% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling