-20.0%
PCG vs TSEM
+60.1%
-80.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.6% | -8.6% | -1.0% |
| 7D | -2.2% | +6.8% | -9.0% | -2.3% |
| 30D | -0.5% | -26.6% | +26.2% | -0.5% |
| 3M | -24.0% | -36.3% | +12.4% | -24.2% |
| 6M | -18.6% | -30.6% | +12.0% | -18.5% |
| YTD | -17.7% | +35.3% | -53.0% | -14.9% |
| 1Y | -20.0% | +59.2% | -79.2% | -18.4% |
| All | -20.0% | +60.1% | -80.1% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling