+1,126.6%
TSEM vs PFGC
+478.7%
+647.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +20.5% | +0.3% | +20.3% | +20.5% |
| 30D | -29.0% | +16.1% | -45.1% | -31.3% |
| 3M | -39.4% | +2.4% | -41.7% | -39.9% |
| 6M | -28.5% | +15.7% | -44.2% | -31.3% |
| YTD | +34.4% | +22.3% | +12.2% | +27.7% |
| 1Y | +48.3% | +13.9% | +34.5% | +42.8% |
| 3Y | +543.5% | +80.3% | +463.2% | +467.8% |
| 5Y | +331.4% | +136.1% | +195.3% | +255.1% |
| 10Y | +881.1% | +347.9% | +533.2% | +604.6% |
| All | +1,126.6% | +478.7% | +647.8% | +698.7% |
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