+131.2%
TLT vs PCG
+89.2%
+42.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | +0.2% |
| 7D | -0.4% | -13.9% | +13.4% | -0.5% |
| 30D | -0.6% | -16.9% | +16.3% | -0.7% |
| 3M | -2.7% | -14.7% | +12.0% | -2.8% |
| 6M | -5.6% | -23.8% | +18.2% | -5.8% |
| YTD | -2.8% | -10.5% | +7.7% | -2.8% |
| 1Y | -1.4% | -5.1% | +3.7% | -1.4% |
| 3Y | -1.6% | -11.6% | +10.0% | -1.6% |
| 5Y | -33.8% | +59.0% | -92.8% | -33.1% |
| 10Y | -21.1% | -75.7% | +54.6% | -23.9% |
| All | +131.2% | +89.2% | +42.0% | +153.6% |
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