+14.4%
PCG vs TRI
+561.6%
-547.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.9% | +4.1% |
| 7D | -13.9% | -0.5% | -13.3% | -13.9% |
| 30D | -16.9% | +7.9% | -24.7% | -19.1% |
| 3M | -14.7% | +24.1% | -38.8% | -21.5% |
| 6M | -23.8% | +3.8% | -27.6% | -26.9% |
| YTD | -10.5% | -16.9% | +6.4% | -8.4% |
| 1Y | -5.1% | -38.4% | +33.3% | +7.9% |
| 3Y | -11.6% | -12.2% | +0.6% | -13.3% |
| 5Y | +59.0% | -1.8% | +60.8% | +48.2% |
| 10Y | -75.7% | +207.6% | -283.4% | -84.6% |
| All | +14.4% | +561.6% | -547.2% | -61.5% |
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