+202.8%
TER vs PCG
+58.3%
+144.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.9% |
| 7D | +0.6% | -13.9% | +14.5% | +3.7% |
| 30D | -8.3% | -16.9% | +8.6% | -4.6% |
| 3M | -12.2% | -14.7% | +2.5% | -9.9% |
| 6M | +17.1% | -23.8% | +40.9% | +24.4% |
| YTD | +84.7% | -10.5% | +95.2% | +86.4% |
| 1Y | +199.9% | -5.1% | +205.0% | +195.3% |
| 3Y | +232.8% | -11.6% | +244.4% | +225.3% |
| All | +202.8% | +58.3% | +144.5% | +123.3% |
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