-14.5%
TSM vs PCG
-23.5%
+9.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.3% | -9.5% | -10.7% |
| 7D | -18.2% | 0.0% | -18.2% | -18.2% |
| 30D | -26.8% | +5.8% | -32.6% | -27.0% |
| 3M | -14.5% | -22.8% | +8.3% | -13.9% |
| All | -14.5% | -23.5% | +9.0% | -13.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling