-60.3%
TSLL vs PCG
+19.6%
-79.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.3% | -20.6% | -21.4% |
| 7D | -28.9% | 0.0% | -28.9% | -28.8% |
| 30D | -21.4% | +5.8% | -27.3% | -22.9% |
| 3M | +5.0% | -22.8% | +27.7% | +12.9% |
| 6M | -36.6% | -18.4% | -18.2% | -34.2% |
| YTD | -56.6% | -16.9% | -39.8% | -56.1% |
| 1Y | -60.9% | -17.6% | -43.2% | -60.2% |
| 3Y | -25.2% | -20.0% | -5.3% | -22.3% |
| All | -60.3% | +19.6% | -79.9% | -68.1% |
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 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