+16.0%
PCG vs TPR
+255.9%
-239.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.3% | -2.3% |
| 7D | 0.0% | +13.9% | -13.9% | -1.9% |
| 30D | +5.8% | +14.9% | -9.1% | +3.6% |
| 3M | -22.8% | -15.4% | -7.4% | -21.2% |
| 6M | -18.4% | -4.5% | -13.9% | -18.6% |
| YTD | -16.9% | +6.0% | -22.8% | -18.6% |
| 1Y | -17.6% | +24.3% | -41.9% | -21.5% |
| 3Y | -20.0% | +412.8% | -432.8% | -41.9% |
| 5Y | +16.0% | +258.4% | -242.4% | -11.7% |
| All | +16.0% | +255.9% | -239.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling