-50.6%
PCG vs TMF
-69.1%
+18.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | 0.0% | +2.7% | -2.7% | 0.0% |
| 30D | +5.8% | +19.3% | -13.5% | +5.9% |
| 3M | -22.8% | -3.7% | -19.1% | -22.8% |
| 6M | -18.4% | -11.3% | -7.1% | -18.5% |
| YTD | -16.9% | -16.6% | -0.3% | -16.9% |
| 1Y | -17.6% | -21.1% | +3.5% | -17.7% |
| 3Y | -20.0% | -26.8% | +6.8% | -19.9% |
| 5Y | +16.0% | -88.0% | +104.0% | +10.1% |
| 10Y | -76.7% | -84.7% | +8.0% | -77.8% |
| All | -50.6% | -69.1% | +18.5% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling