-12.6%
PCG vs TLN
+583.6%
-596.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.3% | +2.2% |
| 7D | -13.9% | +7.1% | -20.9% | -14.2% |
| 30D | -16.9% | -3.9% | -13.0% | -16.7% |
| 3M | -14.7% | -16.2% | +1.4% | -14.2% |
| 6M | -23.8% | -5.8% | -18.0% | -24.0% |
| YTD | -10.5% | -15.4% | +4.9% | -10.3% |
| 1Y | -5.1% | -16.7% | +11.6% | -5.0% |
| 3Y | -11.6% | +473.8% | -485.4% | -23.6% |
| All | -12.6% | +583.6% | -596.2% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling