-71.0%
PCG vs TRU
+243.5%
-314.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -1.6% | +5.7% | -7.3% | -3.1% |
| 30D | +1.4% | +29.2% | -27.8% | -6.1% |
| 3M | -23.4% | +2.7% | -26.0% | -24.5% |
| 6M | -19.4% | +15.2% | -34.6% | -23.7% |
| YTD | -18.5% | -4.9% | -13.6% | -19.4% |
| 1Y | -19.5% | +3.4% | -23.0% | -22.6% |
| 3Y | -21.0% | +63.2% | -84.2% | -38.3% |
| 5Y | +13.7% | -26.6% | +40.3% | +15.4% |
| 10Y | -77.2% | +172.8% | -250.0% | -82.8% |
| All | -71.0% | +243.5% | -314.5% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling