+886.2%
TER vs PCG
-77.4%
+963.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.5% | +2.8% |
| 7D | -20.5% | -1.6% | -18.9% | -20.3% |
| 30D | -47.0% | +1.4% | -48.4% | -47.1% |
| 3M | -43.3% | -23.4% | -19.9% | -41.6% |
| 6M | -42.9% | -19.4% | -23.5% | -41.8% |
| YTD | +12.9% | -18.5% | +31.4% | +14.9% |
| 1Y | +18.2% | -19.5% | +37.7% | +20.4% |
| 3Y | +151.8% | -21.0% | +172.8% | +155.6% |
| 5Y | +54.2% | +13.7% | +40.5% | +49.1% |
| All | +886.2% | -77.4% | +963.5% | +854.5% |
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 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