-19.2%
PCG vs TFC
+96.6%
-115.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | -0.5% | +7.8% | -8.2% | -2.6% |
| 3M | -24.0% | -3.0% | -21.0% | -23.3% |
| 6M | -18.6% | +5.8% | -24.4% | -20.1% |
| YTD | -17.7% | +5.3% | -23.0% | -19.4% |
| 1Y | -20.0% | +15.7% | -35.7% | -23.9% |
| All | -19.2% | +96.6% | -115.8% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling