-76.0%
PCG vs TFC
+105.4%
-181.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -13.9% | +2.4% | -16.3% | -14.5% |
| 30D | -16.9% | -1.3% | -15.6% | -16.4% |
| 3M | -14.7% | +6.1% | -20.8% | -16.4% |
| 6M | -23.8% | +7.3% | -31.2% | -25.8% |
| YTD | -10.5% | +8.2% | -18.7% | -13.3% |
| 1Y | -5.1% | +14.4% | -19.5% | -10.0% |
| 3Y | -11.6% | +93.7% | -105.3% | -31.5% |
| 5Y | +59.0% | +16.4% | +42.6% | +44.0% |
| All | -76.0% | +105.4% | -181.4% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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