-18.8%
PCG vs TLN
+678.8%
-697.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.5% | +1.1% | -1.5% | -0.6% |
| 30D | +0.8% | -4.6% | +5.4% | +1.0% |
| 3M | -22.0% | +5.2% | -27.3% | -22.5% |
| 6M | -17.1% | -6.5% | -10.6% | -17.2% |
| YTD | -16.9% | -3.6% | -13.2% | -17.4% |
| 1Y | -19.1% | -8.2% | -10.8% | -19.4% |
| 3Y | -19.4% | +559.7% | -579.1% | -31.0% |
| All | -18.8% | +678.8% | -697.6% | -31.0% |
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