+13,566.9%
PCAR vs TSEM
+11.3%
+13,555.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -0.7% |
| 7D | -0.5% | +6.9% | -7.4% | -1.2% |
| 30D | -6.2% | +5.3% | -11.5% | -7.0% |
| 3M | +5.9% | -14.9% | +20.8% | +6.4% |
| 6M | +0.4% | +80.0% | -79.6% | -7.8% |
| YTD | +14.8% | +89.4% | -74.5% | +4.5% |
| 1Y | +30.1% | +253.1% | -223.0% | +10.3% |
| 3Y | +66.7% | +642.1% | -575.5% | +28.7% |
| 5Y | +166.1% | +659.1% | -493.0% | +102.5% |
| 10Y | +353.7% | +1,291.4% | -937.7% | +217.6% |
| All | +13,566.9% | +11.3% | +13,555.6% | +9,071.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling