-5.1%
PCG vs TPR
+18.2%
-23.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -13.9% | -2.7% | -11.2% | -13.6% |
| 30D | -16.9% | -23.3% | +6.4% | -14.8% |
| 3M | -14.7% | -12.8% | -1.9% | -14.2% |
| 6M | -23.8% | -21.7% | -2.1% | -22.4% |
| YTD | -10.5% | -3.9% | -6.6% | -11.3% |
| 1Y | -5.1% | +16.9% | -22.0% | -8.0% |
| All | -5.1% | +18.2% | -23.3% | -8.0% |
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