-16.0%
PCG vs TEM
-11.1%
-4.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | +8.5% | -9.5% | +18.0% | +8.3% |
| 3M | -22.9% | +60.7% | -83.6% | -21.2% |
| 6M | -16.8% | +35.5% | -52.2% | -15.4% |
| YTD | -15.8% | +28.0% | -43.8% | -14.3% |
| 1Y | -16.0% | -10.5% | -5.5% | -15.5% |
| All | -16.0% | -11.1% | -4.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling