-17.5%
PCG vs TEM
+60.7%
-78.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +5.4% | +3.2% | +2.2% | +5.3% |
| 30D | -15.1% | +23.5% | -38.6% | -15.8% |
| 3M | -9.8% | +32.3% | -42.1% | -10.9% |
| 6M | -18.0% | +23.0% | -41.0% | -19.0% |
| YTD | -7.2% | +8.9% | -16.1% | -8.0% |
| 1Y | +2.9% | -19.9% | +22.7% | +3.3% |
| All | -17.5% | +60.7% | -78.2% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling