-77.6%
PCG vs TFC
+90.2%
-167.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | +1.4% | +8.3% | -6.9% | -1.4% |
| 3M | -23.4% | -5.2% | -18.2% | -22.1% |
| 6M | -19.4% | -0.8% | -18.6% | -19.5% |
| YTD | -18.5% | +3.4% | -21.9% | -20.0% |
| 1Y | -19.5% | +17.0% | -36.5% | -24.3% |
| 3Y | -21.0% | +86.2% | -107.2% | -37.9% |
| 5Y | +13.7% | -2.3% | +16.0% | +9.8% |
| All | -77.6% | +90.2% | -167.8% | -80.2% |
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