+2.2%
PCG vs TDY
+7,574.9%
-7,572.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -2.0% | +9.4% | -11.4% | -3.7% |
| 30D | -2.7% | +5.9% | -8.6% | -3.9% |
| 3M | -25.1% | -5.7% | -19.4% | -24.3% |
| 6M | -22.3% | +2.4% | -24.7% | -23.0% |
| YTD | -18.5% | +26.8% | -45.3% | -22.7% |
| 1Y | -21.8% | +24.7% | -46.5% | -25.7% |
| 3Y | -21.0% | +69.2% | -90.2% | -29.7% |
| 5Y | +8.1% | +45.7% | -37.7% | -1.3% |
| 10Y | -76.6% | +444.2% | -520.8% | -82.3% |
| All | +2.2% | +7,574.9% | -7,572.7% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling