-76.3%
PCG vs TRU
+177.4%
-253.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.6% |
| 7D | -1.1% | +4.9% | -6.0% | -2.5% |
| 30D | +0.1% | +26.9% | -26.8% | -7.2% |
| 3M | -24.4% | +4.0% | -28.4% | -25.9% |
| 6M | -17.7% | +15.8% | -33.5% | -22.5% |
| YTD | -17.4% | -2.6% | -14.8% | -19.0% |
| 1Y | -19.4% | +3.9% | -23.2% | -22.7% |
| 3Y | -18.6% | +59.2% | -77.8% | -37.3% |
| 5Y | +10.2% | -25.7% | +35.9% | +13.2% |
| All | -76.3% | +177.4% | -253.7% | -82.6% |
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