-25.9%
PCG vs DT
+73.5%
-99.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -2.2% | -5.4% | +3.2% | -1.3% |
| 30D | -0.5% | -32.2% | +31.7% | +6.3% |
| 3M | -24.0% | -10.9% | -13.1% | -23.1% |
| 6M | -18.6% | +10.0% | -28.6% | -21.6% |
| YTD | -17.7% | +2.1% | -19.7% | -20.2% |
| 1Y | -20.0% | -5.5% | -14.5% | -21.2% |
| 3Y | -20.2% | -12.4% | -7.8% | -21.7% |
| 5Y | +8.4% | -39.7% | +48.1% | +11.8% |
| All | -25.9% | +73.5% | -99.3% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling