-19.5%
PCG vs TEM
-5.3%
-14.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -9.9% | -1.8% |
| 7D | -1.6% | +5.3% | -6.9% | -1.5% |
| 30D | +1.4% | +8.1% | -6.7% | +1.7% |
| 3M | -23.4% | +64.9% | -88.3% | -21.6% |
| 6M | -19.4% | +42.1% | -61.5% | -18.0% |
| YTD | -18.5% | +28.8% | -47.3% | -16.9% |
| 1Y | -19.5% | +5.5% | -25.0% | -19.0% |
| All | -19.5% | -5.3% | -14.3% | -19.0% |
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