-48.3%
PCG vs TDG
+14,211.3%
-14,259.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -2.2% | +2.3% | -4.5% | -3.0% |
| 30D | -0.5% | +11.2% | -11.6% | -3.9% |
| 3M | -24.0% | +0.2% | -24.2% | -24.1% |
| 6M | -18.6% | +3.9% | -22.5% | -20.1% |
| YTD | -17.7% | -6.4% | -11.3% | -17.0% |
| 1Y | -20.0% | -3.8% | -16.2% | -20.2% |
| 3Y | -20.2% | +46.8% | -67.0% | -32.4% |
| 5Y | +8.4% | +128.3% | -119.9% | -22.2% |
| 10Y | -76.4% | +569.3% | -645.7% | -87.6% |
| All | -48.3% | +14,211.3% | -14,259.6% | -86.1% |
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 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