+34.1%
PCG vs TSLQ
-97.6%
+131.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.1% | +12.4% | +1.0% |
| 7D | -1.1% | +8.5% | -9.5% | -0.7% |
| 30D | +0.1% | -4.8% | +4.9% | +0.1% |
| 3M | -24.4% | -34.9% | +10.4% | -25.2% |
| 6M | -17.7% | -10.6% | -7.0% | -17.2% |
| YTD | -17.4% | -13.4% | -4.0% | -16.7% |
| 1Y | -19.4% | -25.9% | +6.5% | -19.1% |
| 3Y | -18.6% | -96.9% | +78.3% | -23.5% |
| All | +34.1% | -97.6% | +131.7% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling