+58.8%
TMO vs PCG
-19.3%
+78.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.5% |
| 30D | +4.0% | +0.8% | +3.3% | +3.9% |
| 3M | +17.6% | -23.8% | +41.4% | +22.0% |
| 6M | +57.3% | -19.6% | +76.9% | +61.0% |
| YTD | +21.2% | -16.7% | +37.9% | +22.3% |
| 1Y | +21.1% | -19.4% | +40.5% | +23.3% |
| 3Y | +58.8% | -18.3% | +77.1% | +55.1% |
| All | +58.8% | -19.3% | +78.1% | +55.1% |
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