-20.4%
PCG vs TLN
+630.2%
-650.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.1% | -2.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | +1.4% | -10.5% | +11.9% | +2.0% |
| 3M | -23.4% | +0.1% | -23.5% | -23.6% |
| 6M | -19.4% | -17.4% | -2.0% | -18.9% |
| YTD | -18.5% | -9.7% | -8.8% | -18.7% |
| 1Y | -19.5% | -12.3% | -7.3% | -19.7% |
| 3Y | -21.0% | +528.3% | -549.3% | -32.2% |
| All | -20.4% | +630.2% | -650.6% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling