+617.0%
TSEM vs PNC
+50.6%
+566.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.3% |
| 7D | +0.9% | -0.9% | +1.8% | +1.3% |
| 30D | -16.6% | -4.4% | -12.2% | -15.1% |
| 3M | -10.9% | +5.3% | -16.2% | -12.9% |
| 6M | +78.0% | +19.6% | +58.4% | +65.2% |
| YTD | +77.2% | +19.1% | +58.1% | +64.5% |
| 1Y | +207.6% | +24.3% | +183.3% | +180.5% |
| 3Y | +637.8% | +132.2% | +505.6% | +460.5% |
| 5Y | +617.0% | +52.3% | +564.7% | +524.5% |
| All | +617.0% | +50.6% | +566.4% | +524.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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