-76.5%
PCG vs TCOM
+5.0%
-81.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | -2.7% | +11.5% | -14.2% | -4.3% |
| 3M | -25.1% | -5.2% | -19.9% | -24.6% |
| 6M | -22.3% | -16.9% | -5.4% | -20.6% |
| YTD | -18.5% | -39.9% | +21.4% | -13.1% |
| 1Y | -21.8% | -42.1% | +20.2% | -16.2% |
| 3Y | -21.0% | +28.0% | -49.1% | -28.0% |
| 5Y | +8.1% | +40.4% | -32.3% | -8.1% |
| All | -76.5% | +5.0% | -81.4% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling