-19.4%
PCG vs TT
+85.3%
-104.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.5% |
| 7D | 0.0% | -9.0% | +9.0% | +1.7% |
| 30D | +5.8% | -17.6% | +23.5% | +9.6% |
| 3M | -22.8% | -18.7% | -4.1% | -19.9% |
| 6M | -18.4% | -17.4% | -1.0% | -15.9% |
| YTD | -16.9% | +1.5% | -18.4% | -18.2% |
| 1Y | -17.6% | -9.4% | -8.2% | -17.0% |
| All | -19.4% | +85.3% | -104.7% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling