-31.6%
PFE vs TSLQ
-97.2%
+65.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.4% |
| 7D | -4.0% | +5.7% | -9.7% | -3.9% |
| 30D | +3.9% | -21.1% | +25.0% | +3.5% |
| 3M | +9.9% | -11.5% | +21.4% | +9.9% |
| 6M | +5.3% | -14.9% | +20.2% | +5.4% |
| YTD | +16.8% | +2.4% | +14.4% | +17.5% |
| 1Y | +20.4% | -49.8% | +70.2% | +19.8% |
| 3Y | -2.1% | -95.8% | +93.7% | -4.1% |
| All | -31.6% | -97.2% | +65.6% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling