-75.3%
PCG vs TGT
+208.0%
-283.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.5% |
| 7D | +6.5% | -3.6% | +10.0% | +7.4% |
| 30D | -16.7% | +4.4% | -21.1% | -17.6% |
| 3M | -14.2% | +25.4% | -39.5% | -18.8% |
| 6M | -21.5% | +33.4% | -54.8% | -27.0% |
| YTD | -11.2% | +65.6% | -76.8% | -21.8% |
| 1Y | -4.2% | +80.3% | -84.5% | -17.6% |
| 3Y | -14.9% | +42.1% | -57.0% | -25.9% |
| 5Y | +54.2% | -25.0% | +79.3% | +56.3% |
| 10Y | -75.3% | +208.2% | -283.5% | -81.7% |
| All | -75.3% | +208.0% | -283.4% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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