+36.0%
TSM vs PCG
-14.1%
+50.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.2% |
| 7D | -10.0% | +1.9% | -11.9% | -10.0% |
| 30D | -18.5% | +8.5% | -27.0% | -18.6% |
| 3M | -4.9% | -22.9% | +18.0% | -5.2% |
| 6M | -1.0% | -16.8% | +15.8% | -1.1% |
| YTD | +31.3% | -15.8% | +47.0% | +36.6% |
| 1Y | +36.0% | -16.0% | +52.0% | +45.4% |
| All | +36.0% | -14.1% | +50.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling