-75.2%
PCG vs TCOM
-9.7%
-65.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.8% |
| 7D | +5.4% | -7.6% | +13.0% | +6.5% |
| 30D | -15.1% | -12.2% | -2.9% | -13.6% |
| 3M | -9.8% | -14.2% | +4.4% | -8.1% |
| 6M | -18.0% | -25.0% | +7.0% | -14.9% |
| YTD | -7.2% | -43.7% | +36.4% | 0.0% |
| 1Y | +2.9% | -44.5% | +47.4% | +11.0% |
| 3Y | -11.1% | +13.4% | -24.5% | -17.5% |
| 5Y | +61.8% | +26.5% | +35.3% | +39.6% |
| 10Y | -75.2% | -10.3% | -64.9% | -80.7% |
| All | -75.2% | -9.7% | -65.4% | -80.7% |
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