-18.3%
PCG vs TPG
+75.0%
-93.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | +2.2% | +5.0% | -2.9% | +1.5% |
| 30D | +0.8% | +15.7% | -14.9% | -1.2% |
| 3M | -23.8% | -10.6% | -13.2% | -22.9% |
| 6M | -19.6% | +15.9% | -35.6% | -21.7% |
| YTD | -16.7% | -20.6% | +3.9% | -13.8% |
| 1Y | -19.4% | -11.8% | -7.6% | -18.3% |
| 3Y | -18.3% | +71.6% | -89.9% | -34.2% |
| All | -18.3% | +75.0% | -93.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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