+54.2%
PCG vs TDG
+131.7%
-77.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.8% |
| 7D | +6.5% | -2.4% | +8.9% | +7.2% |
| 30D | -16.7% | -8.0% | -8.7% | -14.8% |
| 3M | -14.2% | -10.5% | -3.7% | -11.8% |
| 6M | -21.5% | -11.9% | -9.5% | -19.2% |
| YTD | -11.2% | -15.4% | +4.2% | -8.0% |
| 1Y | -4.2% | -14.2% | +10.0% | -1.4% |
| 3Y | -14.9% | +51.0% | -65.9% | -31.9% |
| 5Y | +54.2% | +126.5% | -72.2% | 0.0% |
| All | +54.2% | +131.7% | -77.4% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling