-16.0%
PCG vs TPR
+20.9%
-36.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.6% |
| 7D | +1.9% | +12.6% | -10.7% | +1.0% |
| 30D | +8.5% | +7.1% | +1.4% | +7.9% |
| 3M | -22.9% | -19.4% | -3.5% | -22.0% |
| 6M | -16.8% | -9.7% | -7.0% | -16.9% |
| YTD | -15.8% | -1.0% | -14.8% | -15.9% |
| 1Y | -16.0% | +19.3% | -35.3% | -16.4% |
| All | -16.0% | +20.9% | -36.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling