+84.4%
TSM vs PCG
-6.6%
+91.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.4% | +2.8% |
| 7D | +2.7% | -13.9% | +16.6% | +2.9% |
| 30D | +3.6% | -16.9% | +20.5% | +3.9% |
| 3M | -3.4% | -14.7% | +11.4% | -3.1% |
| 6M | +20.6% | -23.8% | +44.4% | +22.6% |
| YTD | +41.9% | -10.5% | +52.4% | +44.3% |
| 1Y | +84.4% | -5.1% | +89.5% | +90.3% |
| All | +84.4% | -6.6% | +91.0% | +90.3% |
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