+1,872.1%
T vs PCG
+103.4%
+1,768.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.2% |
| 7D | -1.3% | -13.9% | +12.6% | +0.2% |
| 30D | +11.4% | -16.9% | +28.2% | +13.4% |
| 3M | +14.3% | -14.7% | +29.0% | +16.1% |
| 6M | -9.3% | -23.8% | +14.6% | -6.7% |
| YTD | +7.1% | -10.5% | +17.6% | +8.0% |
| 1Y | -9.1% | -5.1% | -4.0% | -9.1% |
| 3Y | +105.3% | -11.6% | +116.9% | +105.9% |
| 5Y | +66.8% | +59.0% | +7.8% | +54.8% |
| 10Y | +66.8% | -75.7% | +142.5% | +74.4% |
| All | +1,872.1% | +103.4% | +1,768.8% | +851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling