-27.5%
PCG vs TEM
+89.7%
-117.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.9% |
| 7D | -2.0% | +7.8% | -9.7% | -2.2% |
| 30D | -2.7% | +11.2% | -13.9% | -3.1% |
| 3M | -25.1% | +39.0% | -64.0% | -26.1% |
| 6M | -22.3% | +61.6% | -83.9% | -24.0% |
| YTD | -18.5% | +28.5% | -47.0% | -19.8% |
| 1Y | -21.8% | +6.7% | -28.6% | -22.5% |
| All | -27.5% | +89.7% | -117.2% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling