+25.4%
TMO vs PCG
-14.1%
+39.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +0.3% | +1.9% | -1.6% | +0.3% |
| 30D | +4.3% | +8.5% | -4.2% | +4.6% |
| 3M | +25.1% | -22.9% | +48.0% | +25.1% |
| 6M | +52.9% | -16.8% | +69.7% | +53.1% |
| YTD | +22.2% | -15.8% | +38.0% | +23.1% |
| 1Y | +25.4% | -16.0% | +41.4% | +27.2% |
| All | +25.4% | -14.1% | +39.5% | +27.2% |
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