-76.0%
PCG vs TGT
+206.3%
-282.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | +2.2% | +2.6% | -0.5% | +1.5% |
| 30D | +0.8% | +4.7% | -3.9% | -0.5% |
| 3M | -23.8% | +4.6% | -28.4% | -24.8% |
| 6M | -19.6% | +34.9% | -54.5% | -25.6% |
| YTD | -16.7% | +70.9% | -87.6% | -27.5% |
| 1Y | -19.4% | +84.4% | -103.7% | -31.3% |
| 3Y | -18.3% | +69.1% | -87.4% | -32.6% |
| 5Y | +10.4% | -26.9% | +37.3% | +13.2% |
| All | -76.0% | +206.3% | -282.2% | -82.7% |
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