+53.4%
T vs PCG
+13.7%
+39.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | -10.6% | +1.4% | -12.0% | -10.9% |
| 3M | -7.7% | -23.4% | +15.7% | -3.7% |
| 6M | -13.3% | -19.4% | +6.1% | -10.5% |
| YTD | -8.8% | -18.5% | +9.7% | -6.4% |
| 1Y | -8.4% | -19.5% | +11.1% | -5.8% |
| 3Y | +59.6% | -21.0% | +80.6% | +63.1% |
| All | +53.4% | +13.7% | +39.7% | +44.1% |
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