+467.0%
TEAM vs PCG
-77.2%
+544.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -17.2% | -1.1% | -16.1% | -17.1% |
| 30D | -25.1% | +0.1% | -25.2% | -25.1% |
| 3M | +3.9% | -24.4% | +28.3% | +5.6% |
| 6M | +69.1% | -17.7% | +86.8% | +70.7% |
| YTD | -4.5% | -17.4% | +13.0% | -3.8% |
| 1Y | -1.9% | -19.4% | +17.5% | -1.0% |
| 3Y | -9.3% | -18.6% | +9.3% | -8.9% |
| 5Y | -65.2% | +10.2% | -75.4% | -65.7% |
| 10Y | +467.0% | -76.7% | +543.7% | +537.1% |
| All | +467.0% | -77.2% | +544.2% | +537.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling