+29.8%
PG vs TSLL
-54.2%
+84.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.8% |
| 7D | +2.9% | -14.3% | +17.2% | +2.9% |
| 30D | +12.0% | -6.2% | +18.2% | +12.0% |
| 3M | +16.2% | +21.2% | -5.0% | +16.2% |
| 6M | +16.6% | -36.6% | +53.2% | +16.6% |
| YTD | +20.9% | -47.8% | +68.6% | +20.9% |
| 1Y | +17.8% | -45.2% | +63.1% | +17.9% |
| 3Y | +21.2% | -3.3% | +24.4% | +19.7% |
| All | +29.8% | -54.2% | +84.0% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling