+7.0%
PCG vs TFC
0.0%
+7.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.7% | +8.6% | -11.3% | -4.9% |
| 3M | -25.1% | -4.3% | -20.7% | -24.2% |
| 6M | -22.3% | +5.4% | -27.7% | -23.6% |
| YTD | -18.5% | +4.5% | -23.0% | -19.9% |
| 1Y | -21.8% | +14.0% | -35.8% | -25.0% |
| 3Y | -21.0% | +93.4% | -114.4% | -35.0% |
| All | +7.0% | 0.0% | +7.0% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling