-76.2%
PCG vs TD
+303.3%
-379.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +0.8% | +7.6% | -6.9% | -3.4% |
| 3M | -22.0% | +3.0% | -25.1% | -23.6% |
| 6M | -17.1% | +16.8% | -33.9% | -24.7% |
| YTD | -16.9% | +34.3% | -51.2% | -30.5% |
| 1Y | -19.1% | +56.0% | -75.0% | -38.1% |
| 3Y | -19.4% | +132.4% | -151.8% | -52.2% |
| 5Y | +9.0% | +103.7% | -94.7% | -31.0% |
| 10Y | -76.2% | +299.2% | -375.3% | -89.5% |
| All | -76.2% | +303.3% | -379.4% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling