-76.0%
PCG vs TMF
-82.1%
+6.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.2% |
| 7D | +2.2% | -9.3% | +11.4% | +2.4% |
| 30D | +0.8% | +1.9% | -1.2% | +0.7% |
| 3M | -23.8% | -11.2% | -12.6% | -23.6% |
| 6M | -19.6% | -17.7% | -1.9% | -19.2% |
| YTD | -16.7% | -24.5% | +7.7% | -16.2% |
| 1Y | -19.4% | -29.4% | +10.1% | -18.7% |
| 3Y | -18.3% | -33.4% | +15.1% | -17.6% |
| 5Y | +10.4% | -88.7% | +99.1% | +7.2% |
| All | -76.0% | -82.1% | +6.1% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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