-15.2%
PCG vs TCOM
+2,899.8%
-2,915.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | -1.1% | +7.4% | -8.5% | -1.7% |
| 30D | +0.1% | +13.2% | -13.1% | -1.2% |
| 3M | -24.4% | -4.6% | -19.9% | -24.2% |
| 6M | -17.7% | -16.4% | -1.3% | -16.5% |
| YTD | -17.4% | -38.8% | +21.3% | -14.0% |
| 1Y | -19.4% | -37.3% | +18.0% | -16.2% |
| 3Y | -18.6% | +31.4% | -50.0% | -22.8% |
| 5Y | +10.2% | +45.5% | -35.3% | +0.4% |
| 10Y | -76.7% | +4.6% | -81.3% | -78.8% |
| All | -15.2% | +2,899.8% | -2,915.0% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling