+54.2%
PCG vs DTE
+31.9%
+22.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.6% |
| 7D | +6.5% | 0.0% | +6.4% | +6.5% |
| 30D | -16.7% | -0.5% | -16.2% | -16.3% |
| 3M | -14.2% | -6.0% | -8.1% | -10.3% |
| 6M | -21.5% | -7.2% | -14.2% | -17.2% |
| YTD | -11.2% | +7.2% | -18.4% | -15.3% |
| 1Y | -4.2% | +4.1% | -8.3% | -6.8% |
| 3Y | -14.9% | +46.9% | -61.7% | -34.8% |
| 5Y | +54.2% | +32.9% | +21.3% | +21.7% |
| All | +54.2% | +31.9% | +22.3% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling