-13.8%
PCG vs TSEM
+672.8%
-686.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.8% | -5.4% | +2.1% |
| 7D | -13.9% | +6.9% | -20.7% | -14.1% |
| 30D | -16.9% | +5.3% | -22.2% | -17.1% |
| 3M | -14.7% | -14.9% | +0.2% | -14.7% |
| 6M | -23.8% | +80.0% | -103.9% | -27.3% |
| YTD | -10.5% | +89.4% | -99.9% | -15.5% |
| 1Y | -5.1% | +253.1% | -258.2% | -16.6% |
| All | -13.8% | +672.8% | -686.6% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling