+32.4%
PCG vs TSLQ
-97.9%
+130.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -1.1% |
| 7D | -2.0% | -26.6% | +24.6% | -2.8% |
| 30D | -2.7% | -17.5% | +14.8% | -3.1% |
| 3M | -25.1% | -41.7% | +16.6% | -26.0% |
| 6M | -22.3% | -16.9% | -5.4% | -22.0% |
| YTD | -18.5% | -21.9% | +3.4% | -18.0% |
| 1Y | -21.8% | -32.5% | +10.7% | -21.7% |
| 3Y | -21.0% | -97.2% | +76.1% | -25.9% |
| All | +32.4% | -97.9% | +130.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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