+56.1%
PCG vs TCOM
+28.0%
+28.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -13.9% | -9.5% | -4.3% | -13.1% |
| 30D | -16.9% | -10.7% | -6.1% | -16.1% |
| 3M | -14.7% | -14.6% | -0.1% | -13.7% |
| 6M | -23.8% | -19.3% | -4.5% | -22.5% |
| YTD | -10.5% | -42.9% | +32.4% | -6.2% |
| 1Y | -5.1% | -43.8% | +38.7% | -0.4% |
| 3Y | -11.6% | +2.1% | -13.7% | -14.7% |
| All | +56.1% | +28.0% | +28.1% | +40.2% |
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