+1,920.0%
PG vs TSEM
+4.2%
+1,915.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.3% |
| 7D | -2.7% | +0.9% | -3.6% | -2.7% |
| 30D | -1.5% | -16.6% | +15.1% | -1.2% |
| 3M | -3.4% | -10.9% | +7.5% | -3.4% |
| 6M | -7.0% | +78.0% | -85.0% | -8.8% |
| YTD | +2.0% | +77.2% | -75.2% | -0.1% |
| 1Y | -6.5% | +207.6% | -214.0% | -9.7% |
| 3Y | +1.2% | +637.8% | -636.7% | -5.0% |
| 5Y | +12.8% | +617.0% | -604.2% | +5.6% |
| 10Y | +117.7% | +1,270.7% | -1,153.0% | +99.3% |
| All | +1,920.0% | +4.2% | +1,915.9% | +1,666.6% |
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