-19.4%
PCG vs TNA
+147.0%
-166.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +0.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.6% |
| 30D | +0.8% | -0.7% | +1.5% | +0.6% |
| 3M | -22.0% | -21.5% | -0.6% | -20.0% |
| 6M | -17.1% | -11.2% | -5.8% | -16.6% |
| YTD | -16.9% | +27.0% | -43.8% | -20.9% |
| 1Y | -19.1% | +28.0% | -47.1% | -23.4% |
| 3Y | -19.4% | +142.9% | -162.4% | -37.1% |
| All | -19.4% | +147.0% | -166.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling