-75.2%
PCG vs TSEM
+1,300.1%
-1,375.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.8% | +3.8% |
| 7D | +5.4% | +10.4% | -5.0% | +3.8% |
| 30D | -15.1% | -12.9% | -2.2% | -13.6% |
| 3M | -9.8% | -9.2% | -0.6% | -10.4% |
| 6M | -18.0% | +98.8% | -116.8% | -30.5% |
| YTD | -7.2% | +87.2% | -94.5% | -21.5% |
| 1Y | +2.9% | +239.0% | -236.1% | -23.9% |
| 3Y | -11.1% | +679.5% | -690.6% | -47.6% |
| 5Y | +61.8% | +667.3% | -605.5% | -8.7% |
| 10Y | -75.2% | +1,301.0% | -1,376.2% | -89.7% |
| All | -75.2% | +1,300.1% | -1,375.3% | -89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling