-16.0%
PCG vs TTMI
+9.6%
-25.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.1% | +10.9% | +0.9% |
| 7D | +1.9% | -19.2% | +21.1% | +2.1% |
| 30D | +8.5% | -44.9% | +53.4% | +9.2% |
| 3M | -22.9% | -44.7% | +21.8% | -22.5% |
| 6M | -16.8% | -53.4% | +36.6% | -16.7% |
| YTD | -15.8% | +6.3% | -22.1% | -16.2% |
| 1Y | -16.0% | +10.7% | -26.7% | -17.4% |
| All | -16.0% | +9.6% | -25.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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