-76.7%
PCG vs TTMI
+476.8%
-553.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.3% | -12.0% | -0.6% |
| 7D | -1.1% | -1.6% | +0.6% | -1.3% |
| 30D | +0.1% | -37.7% | +37.8% | +5.7% |
| 3M | -24.4% | -45.1% | +20.7% | -19.1% |
| 6M | -17.7% | -52.1% | +34.5% | -11.7% |
| YTD | -17.4% | +9.2% | -26.6% | -26.4% |
| 1Y | -19.4% | +12.9% | -32.3% | -29.5% |
| 3Y | -18.6% | +445.5% | -464.1% | -54.0% |
| 5Y | +10.2% | +427.9% | -417.7% | -40.2% |
| 10Y | -76.7% | +449.9% | -526.5% | -88.4% |
| All | -76.7% | +476.8% | -553.5% | -88.4% |
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 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