+91.1%
PCG vs DTE
+3,601.1%
-3,510.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 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% | -22.9% |
| 1Y | -19.1% | +3.3% | -22.4% | -21.2% |
| 3Y | -19.4% | +56.3% | -75.7% | -42.7% |
| 5Y | +9.0% | +44.9% | -35.9% | -19.0% |
| 10Y | -76.2% | +149.2% | -225.3% | -87.8% |
| All | +91.1% | +3,601.1% | -3,510.0% | -80.9% |
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