+1,410.4%
TSM vs PCG
-77.4%
+1,487.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.5% |
| 7D | -7.6% | -1.6% | -6.0% | -7.5% |
| 30D | -20.5% | +1.4% | -21.9% | -20.6% |
| 3M | -10.0% | -23.4% | +13.4% | -8.6% |
| 6M | -10.1% | -19.4% | +9.3% | -9.0% |
| YTD | +24.5% | -18.5% | +43.0% | +25.8% |
| 1Y | +31.2% | -19.5% | +50.7% | +32.6% |
| 3Y | +322.0% | -21.0% | +343.0% | +325.2% |
| 5Y | +245.3% | +13.7% | +231.5% | +238.5% |
| All | +1,410.4% | -77.4% | +1,487.7% | +1,418.6% |
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