+1,671.4%
TER vs PCG
-75.9%
+1,747.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +5.2% |
| 7D | +0.6% | -13.9% | +14.5% | +2.1% |
| 30D | -8.3% | -16.9% | +8.6% | -6.5% |
| 3M | -12.2% | -14.7% | +2.5% | -11.0% |
| 6M | +17.1% | -23.8% | +40.9% | +20.4% |
| YTD | +84.7% | -10.5% | +95.2% | +85.9% |
| 1Y | +199.9% | -5.1% | +205.0% | +199.0% |
| 3Y | +232.8% | -11.6% | +244.4% | +232.9% |
| 5Y | +198.6% | +59.0% | +139.6% | +177.7% |
| All | +1,671.4% | -75.9% | +1,747.3% | +1,634.0% |
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