-14.6%
PCOR vs TCOM
+7.1%
-21.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -9.0% | -9.5% | +0.6% | -6.8% |
| 30D | +4.2% | -10.7% | +14.9% | +6.9% |
| 3M | +14.4% | -14.6% | +29.0% | +18.4% |
| 6M | +0.2% | -19.3% | +19.5% | +4.9% |
| YTD | -20.3% | -42.9% | +22.7% | -10.4% |
| 1Y | -16.1% | -43.8% | +27.7% | -5.5% |
| All | -14.6% | +7.1% | -21.7% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling