-19.5%
PCG vs TMF
-22.9%
+3.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | +1.4% | +19.7% | -18.3% | -3.1% |
| 3M | -23.4% | -2.1% | -21.3% | -22.7% |
| 6M | -19.4% | -13.4% | -5.9% | -16.4% |
| YTD | -18.5% | -16.7% | -1.8% | -14.3% |
| 1Y | -19.5% | -23.3% | +3.8% | -13.6% |
| All | -19.5% | -22.9% | +3.3% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling