+4.5%
PCG vs TDY
+7,529.4%
-7,524.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +2.2% | +4.1% | -1.9% | +1.3% |
| 30D | +0.8% | +5.7% | -5.0% | -0.5% |
| 3M | -23.8% | -4.4% | -19.4% | -23.2% |
| 6M | -19.6% | +1.2% | -20.8% | -20.1% |
| YTD | -16.7% | +26.0% | -42.8% | -21.0% |
| 1Y | -19.4% | +27.4% | -46.7% | -23.7% |
| 3Y | -18.3% | +67.5% | -85.8% | -27.1% |
| 5Y | +10.4% | +44.9% | -34.5% | +1.0% |
| 10Y | -76.1% | +440.9% | -517.1% | -81.9% |
| All | +4.5% | +7,529.4% | -7,524.9% | -37.7% |
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