-75.3%
PCG vs TRU
+146.7%
-222.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.0% |
| 7D | +6.5% | -6.5% | +12.9% | +8.5% |
| 30D | -16.7% | -2.5% | -14.2% | -16.2% |
| 3M | -14.2% | +10.4% | -24.5% | -17.2% |
| 6M | -21.5% | +1.6% | -23.1% | -22.9% |
| YTD | -11.2% | -9.7% | -1.5% | -10.3% |
| 1Y | -4.2% | -17.3% | +13.0% | -1.1% |
| 3Y | -14.9% | -1.8% | -13.0% | -22.1% |
| 5Y | +54.2% | -36.2% | +90.5% | +69.3% |
| 10Y | -75.3% | +143.2% | -218.6% | -82.1% |
| All | -75.3% | +146.7% | -222.0% | -82.1% |
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