+38.1%
PCG vs TSEM
-31.2%
+69.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.8% | -2.1% |
| 7D | -1.6% | -17.5% | +15.9% | -0.9% |
| 30D | +1.4% | -44.7% | +46.1% | +3.5% |
| 3M | -23.4% | -38.9% | +15.5% | -22.2% |
| 6M | -19.4% | -36.7% | +17.3% | -18.7% |
| YTD | -18.5% | +17.0% | -35.5% | -20.1% |
| 1Y | -19.5% | +62.8% | -82.4% | -22.2% |
| 3Y | -21.0% | +471.3% | -492.3% | -27.7% |
| 5Y | +13.7% | +290.3% | -276.5% | +5.1% |
| 10Y | -77.2% | +790.1% | -867.2% | -79.5% |
| All | +38.1% | -31.2% | +69.4% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling