-76.4%
PCG vs DTE
+151.0%
-227.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | -2.2% | +1.6% | -3.8% | -3.6% |
| 30D | -0.5% | +9.1% | -9.5% | -7.8% |
| 3M | -24.0% | +2.4% | -26.4% | -25.6% |
| 6M | -18.6% | -0.2% | -18.4% | -18.6% |
| YTD | -17.7% | +11.0% | -28.7% | -25.0% |
| 1Y | -20.0% | +3.4% | -23.4% | -22.5% |
| 3Y | -20.2% | +57.1% | -77.3% | -46.8% |
| 5Y | +8.4% | +46.6% | -38.2% | -25.0% |
| 10Y | -76.4% | +151.3% | -227.7% | -89.5% |
| All | -76.4% | +151.0% | -227.4% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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