-43.6%
PCG vs TNA
+1,004.3%
-1,048.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.9% | -4.9% | -11.9% | -16.2% |
| 3M | -14.7% | +0.4% | -15.1% | -15.2% |
| 6M | -23.8% | +32.5% | -56.4% | -28.2% |
| YTD | -10.5% | +53.7% | -64.2% | -18.2% |
| 1Y | -5.1% | +65.1% | -70.2% | -15.0% |
| 3Y | -11.6% | +98.4% | -110.1% | -28.2% |
| 5Y | +59.0% | -22.5% | +81.5% | +41.0% |
| 10Y | -75.7% | +82.5% | -158.3% | -83.7% |
| All | -43.6% | +1,004.3% | -1,048.0% | -75.5% |
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