-21.0%
PCG vs TPR
+407.4%
-428.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -1.6% | +14.2% | -15.8% | -3.0% |
| 30D | +1.4% | +17.1% | -15.7% | -0.3% |
| 3M | -23.4% | -17.7% | -5.7% | -22.1% |
| 6M | -19.4% | -10.2% | -9.2% | -19.0% |
| YTD | -18.5% | +4.9% | -23.4% | -19.7% |
| 1Y | -19.5% | +36.1% | -55.7% | -23.1% |
| 3Y | -21.0% | +416.5% | -437.4% | -40.5% |
| All | -21.0% | +407.4% | -428.4% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling