-75.9%
PCG vs TDY
+472.2%
-548.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.5% | -1.9% | +2.4% | +1.5% |
| 30D | -18.9% | -12.5% | -6.4% | -13.2% |
| 3M | -15.8% | -0.8% | -15.0% | -15.9% |
| 6M | -22.6% | -9.0% | -13.6% | -19.5% |
| YTD | -12.2% | +16.8% | -29.0% | -20.6% |
| 1Y | -7.1% | +9.5% | -16.5% | -13.3% |
| 3Y | -15.8% | +45.4% | -61.2% | -34.4% |
| 5Y | +53.3% | +37.8% | +15.5% | +20.3% |
| All | -75.9% | +472.2% | -548.1% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling