-3.4%
PCG vs TPR
+7,380.8%
-7,384.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | -2.3% | -11.6% | -13.5% |
| 30D | -16.9% | -23.0% | +6.1% | -13.4% |
| 3M | -14.7% | -12.5% | -2.3% | -13.2% |
| 6M | -23.8% | -21.4% | -2.4% | -21.3% |
| YTD | -10.5% | -3.5% | -7.0% | -10.9% |
| 1Y | -5.1% | +17.4% | -22.5% | -9.0% |
| 3Y | -11.6% | +291.3% | -302.9% | -33.1% |
| 5Y | +59.0% | +241.9% | -182.9% | +20.0% |
| 10Y | -75.7% | +322.7% | -398.4% | -83.8% |
| All | -3.4% | +7,380.8% | -7,384.2% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling