-16.0%
PCG vs DT
-5.1%
-10.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.8% |
| 7D | +1.9% | -25.5% | +27.4% | -1.0% |
| 30D | +8.5% | -22.3% | +30.8% | +5.9% |
| 3M | -22.9% | +2.3% | -25.2% | -22.5% |
| 6M | -16.8% | +20.7% | -37.5% | -15.1% |
| YTD | -15.8% | +7.9% | -23.7% | -15.3% |
| 1Y | -16.0% | -5.7% | -10.3% | -16.4% |
| All | -16.0% | -5.1% | -10.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling