+1,006.2%
TER vs PCG
-76.4%
+1,082.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -39.1% | +0.8% | -39.8% | -39.1% |
| 3M | -32.8% | -22.0% | -10.7% | -30.9% |
| 6M | -31.7% | -17.1% | -14.6% | -30.6% |
| YTD | +26.9% | -16.9% | +43.8% | +28.9% |
| 1Y | +33.6% | -19.1% | +52.6% | +36.0% |
| 3Y | +181.5% | -19.4% | +201.0% | +185.1% |
| 5Y | +76.1% | +9.0% | +67.1% | +71.1% |
| 10Y | +1,006.2% | -76.2% | +1,082.4% | +955.9% |
| All | +1,006.2% | -76.4% | +1,082.6% | +955.9% |
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