+50.6%
PCG vs TSLQ
-97.3%
+147.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.0% | +11.6% | +3.4% |
| 7D | +5.4% | -8.6% | +14.0% | +5.2% |
| 30D | -15.1% | -24.9% | +9.8% | -15.8% |
| 3M | -9.8% | -1.5% | -8.3% | -9.4% |
| 6M | -18.0% | -18.1% | +0.1% | -17.9% |
| YTD | -7.2% | -0.1% | -7.1% | -6.3% |
| 1Y | +2.9% | -51.4% | +54.2% | +1.5% |
| 3Y | -11.1% | -95.9% | +84.8% | -15.5% |
| All | +50.6% | -97.3% | +147.9% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling