-76.0%
PCG vs TMF
-86.8%
+10.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.4% |
| 7D | -13.9% | -1.4% | -12.4% | -13.8% |
| 30D | -16.9% | -2.8% | -14.0% | -16.8% |
| 3M | -14.7% | -10.9% | -3.8% | -14.5% |
| 6M | -23.8% | -21.3% | -2.5% | -23.3% |
| YTD | -10.5% | -15.9% | +5.4% | -10.1% |
| 1Y | -5.1% | -15.7% | +10.6% | -4.7% |
| 3Y | -11.6% | -43.4% | +31.8% | -11.1% |
| 5Y | +59.0% | -87.8% | +146.8% | +56.1% |
| All | -76.0% | -86.8% | +10.8% | -77.6% |
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