-19.4%
PCG vs TD
+52.8%
-72.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +1.1% | +1.0% | +2.0% |
| 30D | +0.8% | +5.2% | -4.5% | +0.1% |
| 3M | -23.8% | +1.2% | -25.0% | -23.9% |
| 6M | -19.6% | +17.7% | -37.4% | -22.7% |
| YTD | -16.7% | +34.2% | -51.0% | -22.7% |
| 1Y | -19.4% | +55.4% | -74.8% | -28.1% |
| All | -19.4% | +52.8% | -72.2% | -28.1% |
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