-46.8%
PCG vs TMF
-68.9%
+22.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.4% |
| 7D | -13.9% | -1.4% | -12.4% | -13.9% |
| 30D | -16.9% | -2.8% | -14.0% | -16.9% |
| 3M | -14.7% | -10.9% | -3.8% | -14.8% |
| 6M | -23.8% | -21.3% | -2.5% | -23.9% |
| YTD | -10.5% | -15.9% | +5.4% | -10.6% |
| 1Y | -5.1% | -15.7% | +10.6% | -5.2% |
| 3Y | -11.6% | -43.4% | +31.8% | -12.1% |
| 5Y | +59.0% | -87.8% | +146.8% | +51.0% |
| 10Y | -75.7% | -86.7% | +11.0% | -77.1% |
| All | -46.8% | -68.9% | +22.0% | -42.3% |
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