+9,412.3%
TMO vs PCG
+85.2%
+9,327.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | +3.3% | -2.0% | +5.3% | +3.5% |
| 30D | +5.5% | -2.7% | +8.2% | +5.8% |
| 3M | +16.1% | -25.1% | +41.1% | +19.0% |
| 6M | +52.6% | -22.3% | +74.9% | +55.6% |
| YTD | +21.0% | -18.5% | +39.5% | +22.7% |
| 1Y | +19.4% | -21.8% | +41.2% | +21.5% |
| 3Y | +57.5% | -21.0% | +78.5% | +59.5% |
| 5Y | +11.7% | +8.1% | +3.6% | +9.2% |
| 10Y | +375.7% | -76.6% | +452.3% | +392.2% |
| All | +9,412.3% | +85.2% | +9,327.1% | +6,573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling