-68.2%
PCG vs TRU
+238.0%
-306.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.4% | +4.1% |
| 7D | -13.9% | -6.8% | -7.1% | -12.2% |
| 30D | -16.9% | 0.0% | -16.9% | -17.0% |
| 3M | -14.7% | +13.3% | -28.0% | -18.2% |
| 6M | -23.8% | +3.4% | -27.3% | -25.5% |
| YTD | -10.5% | -6.4% | -4.1% | -10.5% |
| 1Y | -5.1% | -9.7% | +4.6% | -4.8% |
| 3Y | -11.6% | +0.1% | -11.8% | -18.7% |
| 5Y | +59.0% | -34.0% | +93.0% | +69.4% |
| 10Y | -75.7% | +147.9% | -223.6% | -81.4% |
| All | -68.2% | +238.0% | -306.2% | -75.9% |
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