-20.0%
PCG vs DT
+98.4%
-118.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | -16.7% | +0.1% | -16.8% | -16.9% |
| 3M | -14.2% | +24.1% | -38.3% | -18.2% |
| 6M | -21.5% | +30.1% | -51.6% | -26.5% |
| YTD | -11.2% | +16.8% | -27.9% | -15.4% |
| 1Y | -4.2% | -0.1% | -4.1% | -5.9% |
| 3Y | -14.9% | +6.8% | -21.7% | -19.2% |
| 5Y | +54.2% | -28.4% | +82.6% | +53.9% |
| All | -20.0% | +98.4% | -118.4% | -53.2% |
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