+107.7%
T vs PCG
-11.7%
+119.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.4% |
| 7D | -1.3% | -13.9% | +12.6% | +0.8% |
| 30D | +11.4% | -16.9% | +28.2% | +14.3% |
| 3M | +14.3% | -14.7% | +29.0% | +16.8% |
| 6M | -9.3% | -23.8% | +14.6% | -5.4% |
| YTD | +7.1% | -10.5% | +17.6% | +7.9% |
| 1Y | -9.1% | -5.1% | -4.0% | -9.6% |
| All | +107.7% | -11.7% | +119.5% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling