+337.5%
TSEM vs PFGC
+129.7%
+207.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.6% |
| 7D | +6.8% | +1.5% | +5.3% | +6.5% |
| 30D | -26.6% | +17.4% | -44.0% | -29.7% |
| 3M | -36.3% | -2.4% | -33.9% | -36.1% |
| 6M | -30.6% | +18.2% | -48.8% | -34.5% |
| YTD | +35.3% | +23.7% | +11.6% | +25.9% |
| 1Y | +59.2% | +15.0% | +44.3% | +51.1% |
| 3Y | +547.7% | +82.3% | +465.3% | +448.6% |
| 5Y | +337.5% | +131.9% | +205.6% | +238.1% |
| All | +337.5% | +129.7% | +207.8% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 5y: compounded portfolio wealth divided by compounded PFGC 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…
5y analysis · Full analysis span regression · 6 months rolling