+65.3%
T vs PCG
-75.0%
+140.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.5% |
| 7D | -1.5% | +5.4% | -6.9% | -1.9% |
| 30D | +7.6% | -15.1% | +22.7% | +8.4% |
| 3M | +15.3% | -9.8% | +25.1% | +15.8% |
| 6M | -8.5% | -18.0% | +9.5% | -7.6% |
| YTD | +6.8% | -7.2% | +14.0% | +7.0% |
| 1Y | -7.2% | +2.9% | -10.1% | -7.6% |
| 3Y | +108.2% | -11.1% | +119.3% | +108.6% |
| 5Y | +66.1% | +61.8% | +4.3% | +61.7% |
| 10Y | +65.3% | -75.2% | +140.5% | +81.3% |
| All | +65.3% | -75.0% | +140.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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