+47.4%
TER vs PCG
-19.5%
+67.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.5% | -5.4% |
| 7D | +14.4% | +2.2% | +12.2% | +14.3% |
| 30D | -30.6% | +0.8% | -31.3% | -30.6% |
| 3M | -39.2% | -23.8% | -15.4% | -38.9% |
| 6M | -31.3% | -19.6% | -11.7% | -30.9% |
| YTD | +29.1% | -16.7% | +45.8% | +36.9% |
| 1Y | +47.4% | -19.4% | +66.8% | +55.8% |
| All | +47.4% | -19.5% | +67.0% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling