+18.8%
TMO vs PCG
-15.4%
+34.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.1% |
| 7D | -0.5% | +6.5% | -6.9% | -1.5% |
| 30D | +1.0% | -16.7% | +17.7% | +3.5% |
| 3M | +22.7% | -14.2% | +36.9% | +24.7% |
| 6M | +19.0% | -21.5% | +40.5% | +22.8% |
| YTD | +4.7% | -11.2% | +15.9% | +4.9% |
| 1Y | +26.0% | -4.2% | +30.2% | +23.5% |
| All | +18.8% | -15.4% | +34.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling