+57.0%
T vs PCG
+6.9%
+50.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.6% | -2.0% | +3.6% | +2.0% |
| 30D | -2.9% | -2.7% | -0.2% | -2.5% |
| 3M | -7.5% | -25.1% | +17.6% | -2.9% |
| 6M | -9.9% | -22.3% | +12.4% | -6.3% |
| YTD | -6.4% | -18.5% | +12.0% | -4.0% |
| 1Y | -9.4% | -21.8% | +12.4% | -6.2% |
| 3Y | +64.9% | -21.0% | +85.9% | +68.4% |
| 5Y | +57.0% | +8.1% | +48.9% | +48.5% |
| All | +57.0% | +6.9% | +50.0% | +48.5% |
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