-11.4%
TLT vs PCG
-76.4%
+65.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -1.0% |
| 30D | +4.1% | -0.5% | +4.6% | +4.1% |
| 3M | -0.4% | -24.0% | +23.6% | -0.2% |
| 6M | -3.2% | -18.6% | +15.5% | -3.1% |
| YTD | -3.5% | -17.7% | +14.2% | -3.4% |
| 1Y | -5.8% | -20.0% | +14.2% | -5.7% |
| 3Y | +4.6% | -20.2% | +24.8% | +4.7% |
| 5Y | -34.4% | +8.4% | -42.8% | -34.3% |
| 10Y | -11.4% | -76.4% | +65.0% | -13.9% |
| All | -11.4% | -76.4% | +65.0% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling