+31.6%
PCG vs TE
-76.6%
+108.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.4% |
| 7D | -1.1% | -10.5% | +9.5% | -0.8% |
| 30D | +0.1% | -32.4% | +32.5% | +1.2% |
| 3M | -24.4% | -60.9% | +36.4% | -22.4% |
| 6M | -17.7% | -62.8% | +45.2% | -16.2% |
| YTD | -17.4% | -65.7% | +48.3% | -16.5% |
| 1Y | -19.4% | -39.9% | +20.5% | -20.8% |
| 3Y | -18.6% | +10.6% | -29.2% | -25.6% |
| 5Y | +10.2% | -79.7% | +89.9% | +9.7% |
| All | +31.6% | -76.6% | +108.2% | +67.2% |
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