-19.2%
PCG vs TPR
+30.9%
-50.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.5% | +12.1% | -12.5% | -1.4% |
| 30D | +0.8% | +16.7% | -15.9% | -0.5% |
| 3M | -22.0% | -17.4% | -4.7% | -21.1% |
| 6M | -17.1% | +2.3% | -19.4% | -18.1% |
| YTD | -16.9% | +7.1% | -24.0% | -17.6% |
| All | -19.2% | +30.9% | -50.1% | -21.1% |
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