-19.6%
PCG vs DT
-7.6%
-12.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.4% |
| 7D | -1.1% | -20.2% | +19.2% | -3.1% |
| 30D | +0.1% | -30.8% | +30.8% | -3.5% |
| 3M | -24.4% | -10.2% | -14.2% | -25.0% |
| 6M | -17.7% | +8.0% | -25.7% | -17.0% |
| YTD | -17.4% | +1.5% | -18.9% | -17.8% |
| All | -19.6% | -7.6% | -12.0% | -20.5% |
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