-55.4%
TSLL vs PCG
+28.8%
-84.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.4% | -14.3% | -12.7% |
| 7D | +1.9% | -13.9% | +15.7% | +5.4% |
| 30D | +17.8% | -16.9% | +34.6% | +23.2% |
| 3M | -37.0% | -14.7% | -22.3% | -35.3% |
| 6M | -37.7% | -23.8% | -13.9% | -31.8% |
| YTD | -51.4% | -10.5% | -40.9% | -52.1% |
| 1Y | -23.4% | -5.1% | -18.3% | -27.8% |
| 3Y | -30.8% | -11.6% | -19.2% | -30.9% |
| All | -55.4% | +28.8% | -84.2% | -65.2% |
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