-26.6%
PCG vs DT
+70.4%
-96.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.6% | -24.7% | +23.1% | +3.2% |
| 30D | +1.4% | -27.4% | +28.8% | +6.9% |
| 3M | -23.4% | -11.1% | -12.3% | -22.5% |
| 6M | -19.4% | +13.7% | -33.1% | -22.9% |
| YTD | -18.5% | +0.2% | -18.7% | -20.7% |
| 1Y | -19.5% | -5.7% | -13.8% | -20.8% |
| 3Y | -21.0% | -8.1% | -12.9% | -23.3% |
| 5Y | +13.7% | -43.1% | +56.8% | +19.0% |
| All | -26.6% | +70.4% | -96.9% | -56.1% |
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