+1,627.6%
TSEM vs PFGC
+419.1%
+1,208.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.4% | +7.9% |
| 7D | +6.9% | -2.2% | +9.1% | +7.3% |
| 30D | +5.3% | -11.9% | +17.2% | +7.9% |
| 3M | -14.9% | +5.0% | -19.9% | -16.2% |
| 6M | +80.0% | +8.6% | +71.4% | +75.9% |
| YTD | +89.4% | +9.7% | +79.7% | +84.7% |
| 1Y | +253.1% | -6.3% | +259.4% | +254.4% |
| 3Y | +642.1% | +58.2% | +583.9% | +574.4% |
| 5Y | +659.1% | +110.4% | +548.7% | +540.6% |
| 10Y | +1,291.4% | +272.8% | +1,018.6% | +942.9% |
| All | +1,627.6% | +419.1% | +1,208.5% | +1,054.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling