-76.7%
PCG vs TSEM
+879.4%
-956.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | -0.2% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | +0.1% | -33.4% | +33.5% | +5.2% |
| 3M | -24.4% | -39.7% | +15.3% | -19.9% |
| 6M | -17.7% | -27.8% | +10.2% | -17.6% |
| YTD | -17.4% | +29.7% | -47.1% | -27.2% |
| 1Y | -19.4% | +81.1% | -100.5% | -34.1% |
| 3Y | -18.6% | +529.3% | -547.9% | -51.7% |
| 5Y | +10.2% | +315.0% | -304.7% | -29.9% |
| 10Y | -76.7% | +865.7% | -942.4% | -89.7% |
| All | -76.7% | +879.4% | -956.0% | -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