-16.0%
PCG vs TD
+61.0%
-77.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.4% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | +8.5% | +10.2% | -1.7% | +6.8% |
| 3M | -22.9% | +8.1% | -31.0% | -23.9% |
| 6M | -16.8% | +22.3% | -39.1% | -20.6% |
| YTD | -15.8% | +39.0% | -54.8% | -22.6% |
| 1Y | -16.0% | +62.6% | -78.6% | -28.0% |
| All | -16.0% | +61.0% | -77.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling