-56.8%
TSLL vs PCG
+17.3%
-74.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +9.4% |
| 7D | -21.2% | -1.6% | -19.6% | -20.7% |
| 30D | -13.3% | +1.4% | -14.7% | -13.6% |
| 3M | +15.4% | -23.4% | +38.8% | +24.1% |
| 6M | -34.2% | -19.4% | -14.9% | -31.6% |
| YTD | -52.9% | -18.5% | -34.4% | -52.0% |
| 1Y | -54.3% | -19.5% | -34.8% | -53.2% |
| 3Y | -18.4% | -21.0% | +2.6% | -14.9% |
| All | -56.8% | +17.3% | -74.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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