+25.8%
TMO vs PCG
-6.6%
+32.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.8% |
| 7D | -1.4% | -13.9% | +12.5% | -0.5% |
| 30D | +6.2% | -16.9% | +23.1% | +7.3% |
| 3M | +27.5% | -14.7% | +42.2% | +28.1% |
| 6M | +20.0% | -23.8% | +43.8% | +21.0% |
| YTD | +6.1% | -10.5% | +16.6% | +5.6% |
| 1Y | +25.8% | -5.1% | +31.0% | +20.5% |
| All | +25.8% | -6.6% | +32.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling