+1,643.1%
TSM vs PCG
-76.0%
+1,719.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -1.8% |
| 7D | +6.2% | +2.2% | +4.0% | +6.0% |
| 30D | -7.3% | +0.8% | -8.0% | -7.3% |
| 3M | -7.1% | -23.8% | +16.7% | -5.6% |
| 6M | +0.2% | -19.6% | +19.9% | +1.4% |
| YTD | +32.2% | -16.7% | +49.0% | +33.4% |
| 1Y | +42.8% | -19.4% | +62.2% | +44.3% |
| 3Y | +330.4% | -18.3% | +348.7% | +332.6% |
| 5Y | +263.9% | +10.4% | +253.5% | +257.4% |
| All | +1,643.1% | -76.0% | +1,719.1% | +1,639.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling