-76.0%
PCG vs TNA
+33.3%
-109.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +2.2% | +3.7% | -1.6% | +1.2% |
| 30D | +0.8% | +4.4% | -3.6% | -0.7% |
| 3M | -23.8% | -26.7% | +2.9% | -19.1% |
| 6M | -19.6% | -12.8% | -6.8% | -18.6% |
| YTD | -16.7% | +22.7% | -39.4% | -23.0% |
| 1Y | -19.4% | +35.7% | -55.0% | -27.6% |
| 3Y | -18.3% | +134.6% | -152.9% | -41.9% |
| 5Y | +10.4% | -46.0% | +56.4% | +2.5% |
| All | -76.0% | +33.3% | -109.3% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling