+1,598.5%
TSM vs PCG
-76.4%
+1,674.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -12.5% | +0.8% | -13.3% | -12.6% |
| 3M | -5.0% | -22.0% | +17.0% | -3.6% |
| 6M | -3.2% | -17.1% | +13.9% | -2.3% |
| YTD | +31.5% | -16.9% | +48.3% | +32.6% |
| 1Y | +35.7% | -19.1% | +54.8% | +37.1% |
| 3Y | +323.5% | -19.4% | +342.9% | +326.1% |
| 5Y | +263.4% | +9.0% | +254.4% | +257.1% |
| 10Y | +1,598.5% | -76.2% | +1,674.7% | +1,588.6% |
| All | +1,598.5% | -76.4% | +1,674.9% | +1,588.6% |
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