+9.0%
PCG vs TNA
-44.5%
+53.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +1.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.6% |
| 30D | +0.8% | -0.7% | +1.5% | +0.5% |
| 3M | -22.0% | -21.5% | -0.6% | -19.4% |
| 6M | -17.1% | -11.2% | -5.8% | -16.5% |
| YTD | -16.9% | +27.0% | -43.8% | -21.8% |
| 1Y | -19.1% | +28.0% | -47.1% | -24.3% |
| 3Y | -19.4% | +142.9% | -162.4% | -37.6% |
| 5Y | +9.0% | -42.6% | +51.6% | +3.9% |
| All | +9.0% | -44.5% | +53.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling