-19.4%
PCG vs DT
+103.5%
-122.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.7% |
| 7D | -13.9% | -3.3% | -10.6% | -13.4% |
| 30D | -16.9% | +2.0% | -18.9% | -17.4% |
| 3M | -14.7% | +20.0% | -34.7% | -18.2% |
| 6M | -23.8% | +39.3% | -63.1% | -29.7% |
| YTD | -10.5% | +19.8% | -30.3% | -15.1% |
| 1Y | -5.1% | +4.3% | -9.4% | -7.5% |
| 3Y | -11.6% | +7.7% | -19.3% | -16.2% |
| 5Y | +59.0% | -26.8% | +85.8% | +58.1% |
| All | -19.4% | +103.5% | -122.9% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling