+54.2%
PCG vs TDY
+33.5%
+20.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -3.7% |
| 7D | +6.5% | -1.8% | +8.3% | +7.2% |
| 30D | -16.7% | -13.8% | -3.0% | -12.2% |
| 3M | -14.2% | -3.9% | -10.3% | -13.2% |
| 6M | -21.5% | -9.0% | -12.5% | -19.2% |
| YTD | -11.2% | +16.5% | -27.7% | -17.5% |
| 1Y | -4.2% | +9.3% | -13.5% | -8.8% |
| 3Y | -14.9% | +45.1% | -60.0% | -29.2% |
| 5Y | +54.2% | +35.0% | +19.3% | +28.0% |
| All | +54.2% | +33.5% | +20.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling