+6.3%
PCG vs TRI
+578.7%
-572.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -1.6% | +1.2% | -0.1% |
| 30D | +0.8% | +5.0% | -4.3% | -1.3% |
| 3M | -22.0% | +4.6% | -26.6% | -24.2% |
| 6M | -17.1% | +18.3% | -35.4% | -24.0% |
| YTD | -16.9% | -14.7% | -2.1% | -16.5% |
| 1Y | -19.1% | -16.7% | -2.4% | -18.1% |
| 3Y | -19.4% | -11.3% | -8.1% | -21.9% |
| 5Y | +9.0% | -0.6% | +9.6% | +0.3% |
| 10Y | -76.2% | +220.2% | -296.4% | -85.2% |
| All | +6.3% | +578.7% | -572.4% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling