-19.2%
PCG vs TDG
+47.1%
-66.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -2.2% | +2.3% | -4.5% | -2.5% |
| 30D | -0.5% | +11.2% | -11.6% | -1.9% |
| 3M | -24.0% | +0.2% | -24.2% | -24.1% |
| 6M | -18.6% | +3.9% | -22.5% | -19.3% |
| YTD | -17.7% | -6.4% | -11.3% | -17.6% |
| 1Y | -20.0% | -3.8% | -16.2% | -20.3% |
| All | -19.2% | +47.1% | -66.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling