+31.2%
TSM vs PCG
-20.1%
+51.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.4% |
| 7D | -7.6% | -1.6% | -6.0% | -7.5% |
| 30D | -20.5% | +1.4% | -21.9% | -20.5% |
| 3M | -10.0% | -23.4% | +13.4% | -10.1% |
| 6M | -10.1% | -19.4% | +9.3% | -10.1% |
| YTD | +24.5% | -18.5% | +43.0% | +29.7% |
| 1Y | +31.2% | -19.5% | +50.7% | +40.6% |
| All | +31.2% | -20.1% | +51.3% | +40.6% |
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 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