+87.3%
PCG vs DTE
+3,606.7%
-3,519.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -2.0% | +3.2% | -5.2% | -4.3% |
| 30D | -2.7% | +8.5% | -11.2% | -8.6% |
| 3M | -25.1% | +1.3% | -26.4% | -25.8% |
| 6M | -22.3% | -0.7% | -21.6% | -22.0% |
| YTD | -18.5% | +10.6% | -29.1% | -24.5% |
| 1Y | -21.8% | +2.6% | -24.5% | -23.5% |
| 3Y | -21.0% | +56.5% | -77.5% | -43.9% |
| 5Y | +8.1% | +46.7% | -38.6% | -20.4% |
| 10Y | -76.6% | +150.4% | -227.0% | -88.0% |
| All | +87.3% | +3,606.7% | -3,519.4% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling