-76.5%
PCG vs TPR
+365.1%
-441.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.0% | -1.1% | -0.8% | -1.7% |
| 30D | -2.7% | +15.1% | -17.8% | -5.5% |
| 3M | -25.1% | -13.4% | -11.7% | -23.4% |
| 6M | -22.3% | +1.4% | -23.7% | -23.3% |
| YTD | -18.5% | +4.8% | -23.3% | -20.6% |
| 1Y | -21.8% | +29.2% | -51.0% | -27.2% |
| 3Y | -21.0% | +403.7% | -424.7% | -47.1% |
| 5Y | +8.1% | +230.8% | -222.7% | -23.0% |
| All | -76.5% | +365.1% | -441.5% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling