-33.3%
TLT vs PCG
+58.3%
-91.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | 0.0% |
| 7D | -0.4% | -13.9% | +13.4% | +0.3% |
| 30D | -0.6% | -16.9% | +16.3% | +0.4% |
| 3M | -2.7% | -14.7% | +12.0% | -2.0% |
| 6M | -5.6% | -23.8% | +18.2% | -4.3% |
| YTD | -2.8% | -10.5% | +7.7% | -2.4% |
| 1Y | -1.4% | -5.1% | +3.7% | -1.5% |
| 3Y | -1.6% | -11.6% | +10.0% | -1.5% |
| All | -33.3% | +58.3% | -91.6% | -33.0% |
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