+273.1%
TSM vs PCG
+58.3%
+214.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.4% | +2.5% |
| 7D | +2.7% | -13.9% | +16.6% | +4.8% |
| 30D | +3.6% | -16.9% | +20.5% | +6.3% |
| 3M | -3.4% | -14.7% | +11.4% | -1.6% |
| 6M | +20.6% | -23.8% | +44.4% | +25.7% |
| YTD | +41.9% | -10.5% | +52.4% | +42.8% |
| 1Y | +84.4% | -5.1% | +89.5% | +82.9% |
| 3Y | +380.2% | -11.6% | +391.8% | +370.3% |
| All | +273.1% | +58.3% | +214.8% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling