-11.1%
PCG vs TDG
+50.9%
-62.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.8% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | -15.1% | -6.5% | -8.6% | -14.4% |
| 3M | -9.8% | -5.1% | -4.7% | -9.4% |
| 6M | -18.0% | -11.5% | -6.5% | -16.9% |
| YTD | -7.2% | -13.9% | +6.6% | -6.0% |
| 1Y | +2.9% | -11.5% | +14.3% | +3.6% |
| 3Y | -11.1% | +53.7% | -64.7% | -21.6% |
| All | -11.1% | +50.9% | -62.0% | -21.6% |
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