-19.4%
PCG vs DTE
+55.4%
-74.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | -0.5% | +3.5% | -4.0% | -3.0% |
| 30D | +0.8% | +9.5% | -8.8% | -6.1% |
| 3M | -22.0% | +2.5% | -24.6% | -23.5% |
| 6M | -17.1% | +0.6% | -17.6% | -17.5% |
| YTD | -16.9% | +10.5% | -27.3% | -22.8% |
| 1Y | -19.1% | +3.3% | -22.4% | -21.1% |
| 3Y | -19.4% | +56.3% | -75.7% | -43.4% |
| All | -19.4% | +55.4% | -74.8% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling