-13.8%
PCG vs TD
+128.3%
-142.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | -13.9% | +0.3% | -14.2% | -14.0% |
| 30D | -16.9% | +0.4% | -17.3% | -17.0% |
| 3M | -14.7% | +7.6% | -22.4% | -16.9% |
| 6M | -23.8% | +25.0% | -48.8% | -29.5% |
| YTD | -10.5% | +31.0% | -41.5% | -18.5% |
| 1Y | -5.1% | +65.2% | -70.3% | -20.3% |
| All | -13.8% | +128.3% | -142.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling