-75.3%
PCG vs TTMI
+1,044.1%
-1,119.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.3% | -3.7% |
| 7D | +6.5% | +7.5% | -1.0% | +5.3% |
| 30D | -16.7% | -4.5% | -12.2% | -16.4% |
| 3M | -14.2% | -28.5% | +14.4% | -11.1% |
| 6M | -21.5% | +28.4% | -49.8% | -27.8% |
| YTD | -11.2% | +80.1% | -91.3% | -24.7% |
| 1Y | -4.2% | +161.0% | -165.2% | -26.3% |
| 3Y | -14.9% | +862.4% | -877.3% | -54.3% |
| 5Y | +54.2% | +812.9% | -758.7% | -19.6% |
| 10Y | -75.3% | +1,094.7% | -1,170.0% | -88.1% |
| All | -75.3% | +1,044.1% | -1,119.4% | -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