+1,041.3%
TSEM vs PFGC
+485.1%
+556.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.2% |
| 7D | +7.0% | +3.4% | +3.5% | +6.3% |
| 30D | -29.8% | +16.9% | -46.7% | -32.2% |
| 3M | -41.9% | +6.4% | -48.3% | -42.9% |
| 6M | -45.8% | +16.0% | -61.8% | -47.9% |
| YTD | +25.1% | +23.6% | +1.5% | +18.6% |
| 1Y | +48.2% | +16.6% | +31.6% | +42.1% |
| 3Y | +476.5% | +82.3% | +394.2% | +407.6% |
| 5Y | +301.4% | +138.7% | +162.7% | +229.7% |
| 10Y | +812.9% | +352.8% | +460.1% | +554.3% |
| All | +1,041.3% | +485.1% | +556.2% | +641.6% |
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