-25.5%
PFE vs TSLL
-58.7%
+33.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.6% | -10.3% | -1.8% |
| 7D | -3.7% | -21.2% | +17.5% | -3.3% |
| 30D | +5.0% | -13.3% | +18.3% | +5.1% |
| 3M | +12.2% | +15.4% | -3.2% | +11.7% |
| 6M | +14.6% | -34.2% | +48.8% | +14.8% |
| YTD | +24.1% | -52.9% | +77.0% | +24.9% |
| 1Y | +26.6% | -54.3% | +80.9% | +27.3% |
| 3Y | +14.3% | -18.4% | +32.7% | +11.3% |
| All | -25.5% | -58.7% | +33.2% | -20.2% |
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