-19.4%
PCG vs TLN
+683.0%
-702.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +0.9% |
| 7D | -1.1% | +9.1% | -10.1% | -1.7% |
| 30D | +0.1% | -4.1% | +4.2% | +0.2% |
| 3M | -24.4% | +4.4% | -28.9% | -24.8% |
| 6M | -17.7% | -6.0% | -11.6% | -17.8% |
| YTD | -17.4% | -3.1% | -14.3% | -18.0% |
| 1Y | -19.4% | -6.1% | -13.3% | -19.9% |
| 3Y | -18.6% | +575.3% | -593.9% | -30.5% |
| All | -19.4% | +683.0% | -702.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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