-25.6%
PCG vs DT
+72.4%
-98.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -1.1% | -20.2% | +19.2% | +2.7% |
| 30D | +0.1% | -30.8% | +30.8% | +6.4% |
| 3M | -24.4% | -10.2% | -14.2% | -23.7% |
| 6M | -17.7% | +8.0% | -25.7% | -20.4% |
| YTD | -17.4% | +1.5% | -18.9% | -19.9% |
| 1Y | -19.4% | -6.9% | -12.5% | -20.4% |
| 3Y | -18.6% | -10.9% | -7.7% | -20.4% |
| 5Y | +10.2% | -42.2% | +52.4% | +14.9% |
| All | -25.6% | +72.4% | -98.1% | -55.7% |
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