-75.9%
PCG vs TD
+303.5%
-379.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.6% |
| 7D | +0.5% | -2.6% | +3.1% | +1.9% |
| 30D | -18.9% | -1.0% | -17.9% | -18.6% |
| 3M | -15.8% | +5.6% | -21.5% | -18.8% |
| 6M | -22.6% | +27.1% | -49.6% | -32.9% |
| YTD | -12.2% | +29.4% | -41.6% | -24.9% |
| 1Y | -7.1% | +60.7% | -67.8% | -30.1% |
| 3Y | -15.8% | +127.6% | -143.4% | -49.4% |
| 5Y | +53.3% | +125.4% | -72.1% | -9.4% |
| All | -75.9% | +303.5% | -379.4% | -89.6% |
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