-48.9%
TSLL vs PCG
+18.4%
-67.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.1% |
| 7D | +0.5% | -2.2% | +2.7% | +1.4% |
| 30D | +2.7% | -0.5% | +3.1% | +3.0% |
| 3M | +26.3% | -24.0% | +50.2% | +36.6% |
| 6M | -37.2% | -18.6% | -18.6% | -34.9% |
| YTD | -44.2% | -17.7% | -26.6% | -43.4% |
| 1Y | -44.0% | -20.0% | -24.0% | -42.1% |
| 3Y | 0.0% | -20.2% | +20.3% | +3.9% |
| All | -48.9% | +18.4% | -67.3% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling