+18.9%
PFE vs TSLL
-42.8%
+61.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.2% |
| 7D | -2.1% | +33.0% | -35.1% | -2.6% |
| 30D | +3.1% | +7.7% | -4.6% | +2.9% |
| 3M | +11.2% | +34.7% | -23.5% | +10.4% |
| 6M | +15.0% | -31.5% | +46.6% | +15.3% |
| YTD | +23.5% | -42.4% | +65.9% | +23.4% |
| 1Y | +18.9% | -39.7% | +58.6% | +18.2% |
| All | +18.9% | -42.8% | +61.7% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling