-11.1%
PCG vs TCOM
+13.4%
-24.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.7% |
| 7D | +5.4% | -7.6% | +13.0% | +5.7% |
| 30D | -15.1% | -12.2% | -2.9% | -14.7% |
| 3M | -9.8% | -14.2% | +4.4% | -9.4% |
| 6M | -18.0% | -25.0% | +7.0% | -17.2% |
| YTD | -7.2% | -43.7% | +36.4% | -5.0% |
| 1Y | +2.9% | -44.5% | +47.4% | +5.4% |
| 3Y | -11.1% | +13.4% | -24.5% | -10.1% |
| All | -11.1% | +13.4% | -24.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling