-76.0%
PCG vs TTMI
+394.2%
-470.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.6% |
| 7D | +2.2% | +11.4% | -9.2% | +0.3% |
| 30D | +0.8% | -28.3% | +29.1% | +4.2% |
| 3M | -23.8% | -46.7% | +22.9% | -18.1% |
| 6M | -19.6% | -56.1% | +36.5% | -12.5% |
| YTD | -16.7% | +7.4% | -24.1% | -25.7% |
| 1Y | -19.4% | +17.4% | -36.8% | -30.2% |
| 3Y | -18.3% | +429.1% | -447.4% | -53.7% |
| 5Y | +10.4% | +418.8% | -408.4% | -40.1% |
| All | -76.0% | +394.2% | -470.2% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling