-19.5%
PCG vs TT
-7.6%
-11.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.3% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | +1.4% | -14.0% | +15.4% | +3.3% |
| 3M | -23.4% | -15.9% | -7.5% | -22.0% |
| 6M | -19.4% | -17.3% | -2.1% | -17.7% |
| YTD | -18.5% | +4.0% | -22.4% | -19.4% |
| 1Y | -19.5% | -7.1% | -12.4% | -21.4% |
| All | -19.5% | -7.6% | -11.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling