-16.3%
PCG vs TCOM
+2,922.3%
-2,938.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -1.6% | +12.1% | -13.7% | -2.7% |
| 30D | +1.4% | +16.5% | -15.1% | -0.1% |
| 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% | -15.2% |
| 1Y | -19.5% | -36.6% | +17.1% | -16.5% |
| 3Y | -21.0% | +31.1% | -52.1% | -25.1% |
| 5Y | +13.7% | +47.6% | -33.8% | +3.4% |
| 10Y | -77.2% | +5.1% | -82.2% | -79.3% |
| All | -16.3% | +2,922.3% | -2,938.6% | -44.0% |
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 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