-17.5%
PCG vs TTMI
+220.0%
-237.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.9% | -8.9% | -2.6% |
| 7D | -1.6% | -19.8% | +18.2% | +0.2% |
| 30D | +1.4% | -48.1% | +49.5% | +6.9% |
| 3M | -23.4% | -51.2% | +27.8% | -19.0% |
| 6M | -19.4% | -59.6% | +40.2% | -14.2% |
| YTD | -18.5% | -3.6% | -14.9% | -21.6% |
| 1Y | -19.5% | -2.3% | -17.2% | -23.1% |
| 3Y | -21.0% | +369.4% | -390.4% | -37.3% |
| 5Y | +13.7% | +365.4% | -351.7% | -10.9% |
| 10Y | -77.2% | +413.2% | -490.3% | -82.7% |
| All | -17.5% | +220.0% | -237.5% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling