+13.4%
PG vs TCOM
+29.4%
-16.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | -4.9% | +4.1% | -0.7% |
| 30D | +0.8% | -14.4% | +15.2% | +1.2% |
| 3M | -1.3% | -17.7% | +16.3% | -0.9% |
| 6M | -3.8% | -25.1% | +21.3% | -3.2% |
| YTD | +3.6% | -45.7% | +49.4% | +4.9% |
| 1Y | -5.7% | -47.9% | +42.1% | -4.5% |
| 3Y | +1.6% | +8.9% | -7.4% | +0.4% |
| All | +13.4% | +29.4% | -16.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling