-19.1%
PCG vs TMF
-25.6%
+6.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.5% |
| 7D | -0.5% | -1.1% | +0.6% | -0.3% |
| 30D | +0.8% | +11.8% | -11.1% | -2.2% |
| 3M | -22.0% | -4.0% | -18.0% | -21.0% |
| 6M | -17.1% | -16.5% | -0.6% | -13.4% |
| YTD | -16.9% | -19.9% | +3.1% | -11.9% |
| 1Y | -19.1% | -25.6% | +6.5% | -12.5% |
| All | -19.1% | -25.6% | +6.5% | -12.5% |
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