-48.2%
PCG vs TNA
+836.4%
-884.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.4% |
| 7D | -2.2% | -2.1% | -0.1% | -2.1% |
| 30D | -0.5% | +3.1% | -3.6% | -1.4% |
| 3M | -24.0% | -20.2% | -3.8% | -21.5% |
| 6M | -18.6% | -10.0% | -8.6% | -18.2% |
| YTD | -17.7% | +30.3% | -48.0% | -23.0% |
| 1Y | -20.0% | +31.1% | -51.1% | -25.6% |
| 3Y | -20.2% | +149.4% | -169.6% | -37.7% |
| 5Y | +8.4% | -42.5% | +50.8% | +1.0% |
| 10Y | -76.4% | +46.7% | -123.1% | -83.7% |
| All | -48.2% | +836.4% | -884.5% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling