-20.0%
PCG vs TSEM
+595.4%
-615.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.0% | +20.5% | -22.5% | -2.7% |
| 30D | -2.7% | -29.0% | +26.3% | -1.6% |
| 3M | -25.1% | -39.4% | +14.3% | -23.9% |
| 6M | -22.3% | -28.5% | +6.2% | -22.3% |
| YTD | -18.5% | +34.4% | -52.9% | -22.3% |
| 1Y | -21.8% | +48.3% | -70.2% | -26.4% |
| All | -20.0% | +595.4% | -615.5% | -40.3% |
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