+192.8%
TER vs PCG
-18.9%
+211.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.3% | +11.4% | +12.5% |
| 7D | -5.8% | -1.1% | -4.7% | -5.6% |
| 30D | -38.9% | +0.1% | -39.0% | -38.9% |
| 3M | -35.1% | -24.4% | -10.7% | -32.8% |
| 6M | -31.6% | -17.7% | -13.9% | -30.5% |
| YTD | +27.2% | -17.4% | +44.7% | +29.6% |
| 1Y | +35.2% | -19.4% | +54.6% | +38.5% |
| 3Y | +192.8% | -18.6% | +211.4% | +182.2% |
| All | +192.8% | -18.9% | +211.7% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling