-6.7%
TPG vs PSLV
+57.1%
-63.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | +11.1% | +7.3% | +3.8% | +10.3% |
| 3M | +26.3% | -7.4% | +33.7% | +26.6% |
| 6M | +18.3% | -20.3% | +38.6% | +19.3% |
| YTD | -14.4% | -8.2% | -6.2% | -17.2% |
| 1Y | -6.7% | +57.9% | -64.7% | -13.3% |
| All | -6.7% | +57.1% | -63.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling