+14.1%
PCG vs TCOM
+44.6%
-30.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -1.6% | +12.1% | -13.7% | -2.6% |
| 30D | +1.4% | +16.5% | -15.1% | 0.0% |
| 3M | -23.4% | -4.0% | -19.3% | -23.2% |
| 6M | -19.4% | -18.5% | -0.9% | -18.0% |
| YTD | -18.5% | -38.3% | +19.8% | -15.1% |
| 1Y | -19.5% | -36.6% | +17.1% | -16.5% |
| 3Y | -21.0% | +31.1% | -52.1% | -26.0% |
| All | +14.1% | +44.6% | -30.4% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling