-13.8%
PCG vs TTMI
+816.8%
-830.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.8% | -6.4% | +2.1% |
| 7D | -13.9% | +5.9% | -19.7% | -14.0% |
| 30D | -16.9% | -4.3% | -12.6% | -16.8% |
| 3M | -14.7% | -32.0% | +17.3% | -14.0% |
| 6M | -23.8% | +19.5% | -43.3% | -25.5% |
| YTD | -10.5% | +82.0% | -92.5% | -14.9% |
| 1Y | -5.1% | +172.6% | -177.7% | -13.2% |
| All | -13.8% | +816.8% | -830.6% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling