-1.6%
PFE vs TSLQ
-95.9%
+94.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.6% | -2.5% |
| 7D | -2.7% | -8.6% | +5.9% | -2.8% |
| 30D | +3.8% | -24.9% | +28.7% | +3.4% |
| 3M | +10.4% | -1.5% | +11.9% | +10.6% |
| 6M | +6.3% | -18.1% | +24.3% | +6.3% |
| YTD | +17.4% | -0.1% | +17.5% | +17.9% |
| 1Y | +21.1% | -51.4% | +72.5% | +20.6% |
| 3Y | -1.6% | -95.9% | +94.3% | +0.3% |
| All | -1.6% | -95.9% | +94.3% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling