+67.7%
T vs PCG
+58.3%
+9.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.4% |
| 7D | -1.3% | -13.9% | +12.6% | +1.0% |
| 30D | +11.4% | -16.9% | +28.2% | +14.6% |
| 3M | +14.3% | -14.7% | +29.0% | +17.0% |
| 6M | -9.3% | -23.8% | +14.6% | -5.0% |
| YTD | +7.1% | -10.5% | +17.6% | +8.2% |
| 1Y | -9.1% | -5.1% | -4.0% | -9.5% |
| 3Y | +105.3% | -11.6% | +116.9% | +105.3% |
| All | +67.7% | +58.3% | +9.3% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling