-21.0%
PCG vs TSEM
+468.0%
-489.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.8% | -2.2% |
| 7D | -1.6% | -17.5% | +15.9% | -0.9% |
| 30D | +1.4% | -44.7% | +46.1% | +3.6% |
| 3M | -23.4% | -38.9% | +15.5% | -22.2% |
| 6M | -19.4% | -36.7% | +17.3% | -19.0% |
| YTD | -18.5% | +17.0% | -35.5% | -21.8% |
| 1Y | -19.5% | +62.8% | -82.4% | -25.7% |
| 3Y | -21.0% | +471.3% | -492.3% | -40.2% |
| All | -21.0% | +468.0% | -489.0% | -40.2% |
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