-18.3%
PCG vs TE
+9.8%
-28.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.2% |
| 7D | +2.2% | -19.1% | +21.2% | +2.6% |
| 30D | +0.8% | -34.1% | +34.9% | +1.5% |
| 3M | -23.8% | -60.1% | +36.3% | -22.4% |
| 6M | -19.6% | -66.0% | +46.3% | -18.6% |
| YTD | -16.7% | -71.4% | +54.7% | -15.9% |
| 1Y | -19.4% | -45.3% | +25.9% | -20.5% |
| 3Y | -18.3% | +9.1% | -27.4% | -22.2% |
| All | -18.3% | +9.8% | -28.1% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling