+89.2%
TER vs PCG
+7.2%
+81.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.5% |
| 7D | +5.9% | -2.2% | +8.1% | +6.5% |
| 30D | -30.8% | -0.5% | -30.3% | -30.6% |
| 3M | -29.9% | -24.0% | -6.0% | -25.6% |
| 6M | -27.5% | -18.6% | -8.8% | -25.0% |
| YTD | +37.5% | -17.7% | +55.1% | +41.5% |
| 1Y | +50.3% | -20.0% | +70.3% | +55.9% |
| 3Y | +204.9% | -20.2% | +225.1% | +206.7% |
| 5Y | +89.2% | +8.4% | +80.8% | +57.3% |
| All | +89.2% | +7.2% | +81.9% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling