+91.1%
PCG vs TT
+14,127.6%
-14,036.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.2% |
| 7D | 0.0% | -9.0% | +9.0% | +2.2% |
| 30D | +5.8% | -17.6% | +23.5% | +10.7% |
| 3M | -22.8% | -18.7% | -4.1% | -19.0% |
| 6M | -18.4% | -17.4% | -1.0% | -15.1% |
| YTD | -16.9% | +1.5% | -18.4% | -17.9% |
| 1Y | -17.6% | -9.4% | -8.2% | -16.5% |
| 3Y | -20.0% | +85.1% | -105.0% | -32.6% |
| 5Y | +16.0% | +125.7% | -109.7% | -8.0% |
| 10Y | -76.7% | +757.3% | -834.0% | -86.2% |
| All | +91.1% | +14,127.6% | -14,036.5% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling