-11.1%
PCG vs DTE
+48.7%
-59.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.0% |
| 7D | +5.4% | +0.9% | +4.5% | +4.7% |
| 30D | -15.1% | -1.9% | -13.3% | -13.9% |
| 3M | -9.8% | -3.3% | -6.5% | -7.5% |
| 6M | -18.0% | -7.1% | -10.9% | -13.5% |
| YTD | -7.2% | +8.1% | -15.4% | -12.3% |
| 1Y | +2.9% | +5.3% | -2.4% | -0.9% |
| 3Y | -11.1% | +48.2% | -59.3% | -33.8% |
| All | -11.1% | +48.7% | -59.8% | -33.8% |
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