+12.2%
PG vs TSLL
-57.4%
+69.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.8% | +11.5% | -0.3% |
| 7D | +1.9% | +1.9% | 0.0% | +1.8% |
| 30D | -0.2% | +17.8% | -18.0% | -0.3% |
| 3M | +4.8% | -37.0% | +41.8% | +4.8% |
| 6M | -6.1% | -37.7% | +31.6% | -6.1% |
| YTD | +4.5% | -51.4% | +55.8% | +4.5% |
| 1Y | -5.3% | -23.4% | +18.1% | -5.6% |
| 3Y | +2.6% | -30.8% | +33.3% | +1.8% |
| All | +12.2% | -57.4% | +69.6% | +19.5% |
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