-75.3%
PCG vs TNA
+74.0%
-149.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.1% | -3.4% |
| 7D | +6.5% | -3.6% | +10.1% | +7.3% |
| 30D | -16.7% | -10.1% | -6.7% | -14.8% |
| 3M | -14.2% | +2.7% | -16.9% | -15.1% |
| 6M | -21.5% | +38.4% | -59.9% | -28.1% |
| YTD | -11.2% | +45.4% | -56.6% | -20.3% |
| 1Y | -4.2% | +55.9% | -60.2% | -16.3% |
| 3Y | -14.9% | +109.8% | -124.7% | -37.2% |
| 5Y | +54.2% | -22.5% | +76.8% | +31.0% |
| 10Y | -75.3% | +87.5% | -162.9% | -86.2% |
| All | -75.3% | +74.0% | -149.3% | -86.2% |
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