+8,630.0%
TER vs PCG
+85.2%
+8,544.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.5% | +2.9% |
| 7D | -20.5% | -1.6% | -18.9% | -20.2% |
| 30D | -47.0% | +1.4% | -48.4% | -47.1% |
| 3M | -43.3% | -23.4% | -19.9% | -40.8% |
| 6M | -42.9% | -19.4% | -23.5% | -41.2% |
| YTD | +12.9% | -18.5% | +31.4% | +15.8% |
| 1Y | +18.2% | -19.5% | +37.7% | +21.4% |
| 3Y | +151.8% | -21.0% | +172.8% | +157.0% |
| 5Y | +54.2% | +13.7% | +40.5% | +46.2% |
| 10Y | +908.2% | -77.2% | +985.4% | +938.4% |
| All | +8,630.0% | +85.2% | +8,544.7% | +3,762.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling