-76.4%
PCG vs TRI
+221.6%
-298.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.2% | -7.2% | +4.9% | -0.2% |
| 30D | -0.5% | +4.4% | -4.8% | -2.3% |
| 3M | -24.0% | +4.5% | -28.4% | -26.0% |
| 6M | -18.6% | +23.7% | -42.3% | -26.7% |
| YTD | -17.7% | -14.4% | -3.3% | -14.9% |
| 1Y | -20.0% | -17.4% | -2.6% | -15.9% |
| 3Y | -20.2% | -11.0% | -9.2% | -23.4% |
| 5Y | +8.4% | +0.7% | +7.7% | -5.2% |
| 10Y | -76.4% | +224.0% | -300.4% | -88.3% |
| All | -76.4% | +221.6% | -298.0% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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