-7.0%
T vs PCG
-3.9%
-3.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.3% |
| 7D | -1.3% | -13.9% | +12.6% | +0.4% |
| 30D | +11.4% | -16.9% | +28.2% | +13.7% |
| 3M | +14.3% | -14.7% | +29.0% | +16.1% |
| 6M | -9.3% | -23.8% | +14.6% | -6.0% |
| YTD | +7.1% | -10.5% | +17.6% | +6.7% |
| All | -7.0% | -3.9% | -3.0% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling