-7.1%
PCG vs TDG
-14.3%
+7.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.5% | -2.7% | +3.2% | +0.6% |
| 30D | -18.9% | -9.3% | -9.6% | -18.7% |
| 3M | -15.8% | -7.1% | -8.8% | -15.6% |
| 6M | -22.6% | -11.2% | -11.4% | -22.7% |
| YTD | -12.2% | -15.3% | +3.1% | -13.0% |
| 1Y | -7.1% | -12.5% | +5.4% | -8.1% |
| All | -7.1% | -14.3% | +7.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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