+1,641.8%
TSM vs PCG
-76.4%
+1,718.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.3% |
| 7D | +4.4% | -2.2% | +6.7% | +4.6% |
| 30D | -7.0% | -0.5% | -6.5% | -6.9% |
| 3M | -1.8% | -24.0% | +22.2% | -0.2% |
| 6M | +2.7% | -18.6% | +21.3% | +3.8% |
| YTD | +37.1% | -17.7% | +54.8% | +38.4% |
| 1Y | +43.5% | -20.0% | +63.5% | +45.0% |
| 3Y | +341.5% | -20.2% | +361.8% | +344.5% |
| 5Y | +278.9% | +8.4% | +270.5% | +272.5% |
| 10Y | +1,641.8% | -76.4% | +1,718.2% | +1,631.0% |
| All | +1,641.8% | -76.4% | +1,718.2% | +1,631.0% |
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