+105.7%
PCG vs TT
+16,138.6%
-16,032.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -13.9% | -0.2% | -13.6% | -13.8% |
| 30D | -16.9% | -7.4% | -9.5% | -15.3% |
| 3M | -14.7% | -3.2% | -11.5% | -14.4% |
| 6M | -23.8% | +1.1% | -24.9% | -24.5% |
| YTD | -10.5% | +15.6% | -26.1% | -14.2% |
| 1Y | -5.1% | +9.2% | -14.3% | -7.9% |
| 3Y | -11.6% | +124.4% | -136.0% | -29.0% |
| 5Y | +59.0% | +138.0% | -79.0% | +24.6% |
| 10Y | -75.7% | +886.4% | -962.1% | -86.1% |
| All | +105.7% | +16,138.6% | -16,032.9% | -34.5% |
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