+14.1%
PCG vs TMF
-88.0%
+102.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +1.4% | +19.7% | -18.3% | 0.0% |
| 3M | -23.4% | -2.1% | -21.3% | -23.3% |
| 6M | -19.4% | -13.4% | -5.9% | -18.6% |
| YTD | -18.5% | -16.7% | -1.8% | -17.5% |
| 1Y | -19.5% | -23.3% | +3.8% | -18.2% |
| 3Y | -21.0% | -24.8% | +3.8% | -20.0% |
| All | +14.1% | -88.0% | +102.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling