-11.1%
PCG vs TRI
-17.7%
+6.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +3.9% |
| 7D | +5.4% | -7.1% | +12.5% | +5.6% |
| 30D | -15.1% | -2.3% | -12.8% | -15.2% |
| 3M | -9.8% | +19.6% | -29.4% | -10.9% |
| 6M | -18.0% | -8.7% | -9.3% | -17.0% |
| YTD | -7.2% | -22.3% | +15.0% | -2.4% |
| 1Y | +2.9% | -40.7% | +43.5% | +15.5% |
| 3Y | -11.1% | -17.8% | +6.7% | -11.2% |
| All | -11.1% | -17.7% | +6.6% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling