+12.2%
TMO vs PCG
+7.9%
+4.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | +3.3% | -2.0% | +5.3% | +3.7% |
| 30D | +5.5% | -2.7% | +8.2% | +6.0% |
| 3M | +16.1% | -25.1% | +41.1% | +22.2% |
| 6M | +52.6% | -22.3% | +74.9% | +58.8% |
| YTD | +21.0% | -18.5% | +39.5% | +23.7% |
| 1Y | +19.4% | -21.8% | +41.2% | +23.4% |
| 3Y | +57.5% | -21.0% | +78.5% | +59.0% |
| All | +12.2% | +7.9% | +4.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling