-24.3%
PFE vs TSLL
-62.0%
+37.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -21.9% | +18.9% | -2.6% |
| 7D | -0.2% | -28.9% | +28.7% | +0.3% |
| 30D | +8.7% | -21.4% | +30.1% | +9.0% |
| 3M | +15.8% | +5.0% | +10.8% | +15.5% |
| 6M | +16.8% | -36.6% | +53.4% | +17.2% |
| YTD | +26.2% | -56.6% | +82.8% | +27.2% |
| 1Y | +29.9% | -60.9% | +90.8% | +31.1% |
| 3Y | +15.9% | -25.2% | +41.2% | +13.1% |
| All | -24.3% | -62.0% | +37.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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