-76.0%
PCG vs TRU
+183.1%
-259.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +0.8% | +21.3% | -20.5% | -5.3% |
| 3M | -23.8% | +0.2% | -24.0% | -24.5% |
| 6M | -19.6% | +22.4% | -42.0% | -25.6% |
| YTD | -16.7% | -4.8% | -11.9% | -17.7% |
| 1Y | -19.4% | -0.2% | -19.2% | -21.8% |
| 3Y | -18.3% | +57.9% | -76.2% | -37.1% |
| 5Y | +10.4% | -26.1% | +36.6% | +13.2% |
| All | -76.0% | +183.1% | -259.1% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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