+106.6%
PCAR vs TSEM
+273.4%
-166.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.3% | -2.8% |
| 7D | +0.1% | -17.5% | +17.6% | +1.6% |
| 30D | -4.6% | -44.7% | +40.1% | +0.2% |
| 3M | -22.6% | -38.9% | +16.3% | -19.8% |
| 6M | -12.0% | -36.7% | +24.7% | -10.6% |
| YTD | -6.1% | +17.0% | -23.1% | -12.6% |
| 1Y | +6.3% | +62.8% | -56.5% | -5.8% |
| 3Y | +31.8% | +471.3% | -439.5% | -3.5% |
| All | +106.6% | +273.4% | -166.8% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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