-43.8%
PCG vs TDG
+13,257.8%
-13,301.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.3% |
| 7D | -13.9% | -2.0% | -11.8% | -13.2% |
| 30D | -16.9% | -7.4% | -9.5% | -14.8% |
| 3M | -14.7% | -5.4% | -9.4% | -13.5% |
| 6M | -23.8% | -11.6% | -12.2% | -21.3% |
| YTD | -10.5% | -12.6% | +2.1% | -7.7% |
| 1Y | -5.1% | -9.3% | +4.2% | -3.6% |
| 3Y | -11.6% | +49.2% | -60.8% | -25.6% |
| 5Y | +59.0% | +132.1% | -73.1% | +13.5% |
| 10Y | -75.7% | +544.8% | -620.6% | -87.1% |
| All | -43.8% | +13,257.8% | -13,301.6% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling