+47.8%
PCG vs TE
-48.3%
+96.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.0% | -6.4% | +3.3% |
| 7D | +5.4% | +18.2% | -12.8% | +4.9% |
| 30D | -15.1% | -13.5% | -1.6% | -14.8% |
| 3M | -9.8% | -44.6% | +34.8% | -8.7% |
| 6M | -18.0% | -24.7% | +6.7% | -18.5% |
| YTD | -7.2% | -24.3% | +17.0% | -8.3% |
| 1Y | +2.9% | +155.6% | -152.7% | -4.6% |
| 3Y | -11.1% | -18.3% | +7.2% | -14.7% |
| 5Y | +61.8% | -41.3% | +103.1% | +57.3% |
| All | +47.8% | -48.3% | +96.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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