-16.6%
TLT vs PCG
-77.4%
+60.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +6.2% | +1.4% | +4.8% | +6.2% |
| 3M | +0.1% | -23.4% | +23.4% | +0.2% |
| 6M | -3.0% | -19.4% | +16.4% | -2.9% |
| YTD | -2.7% | -18.5% | +15.8% | -2.6% |
| 1Y | -4.8% | -19.5% | +14.7% | -4.8% |
| 3Y | +6.9% | -21.0% | +27.9% | +7.0% |
| 5Y | -34.5% | +13.7% | -48.2% | -34.3% |
| All | -16.6% | -77.4% | +60.8% | -17.4% |
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 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