-19.4%
PCG vs TLN
+1.6%
-21.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.3% |
| 7D | +2.2% | +11.0% | -8.9% | +1.7% |
| 30D | +0.8% | +4.9% | -4.1% | +0.5% |
| 3M | -23.8% | +4.9% | -28.7% | -24.2% |
| 6M | -19.6% | +7.1% | -26.7% | -20.2% |
| YTD | -16.7% | +0.3% | -17.0% | -16.9% |
| 1Y | -19.4% | +5.9% | -25.3% | -19.9% |
| All | -19.4% | +1.6% | -21.0% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling