-24.5%
PFE vs TSLL
-53.8%
+29.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -0.7% | -11.0% | +10.3% | -0.6% |
| 30D | +5.3% | -5.3% | +10.6% | +5.3% |
| 3M | +10.1% | +20.8% | -10.7% | +9.5% |
| 6M | +18.0% | -36.0% | +54.0% | +18.4% |
| YTD | +25.8% | -47.3% | +73.1% | +26.3% |
| 1Y | +28.4% | -48.4% | +76.9% | +28.9% |
| 3Y | +20.9% | -5.4% | +26.4% | +17.4% |
| All | -24.5% | -53.8% | +29.3% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling