-21.0%
TSLQ vs PFG
+46.8%
-67.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +7.6% |
| 7D | +9.8% | +4.9% | +4.9% | +11.3% |
| 30D | -6.0% | +5.7% | -11.7% | -4.6% |
| 3M | -35.0% | +2.6% | -37.6% | -34.2% |
| 6M | -24.9% | +19.8% | -44.7% | -19.4% |
| YTD | -12.7% | +36.3% | -48.9% | 0.0% |
| 1Y | -21.0% | +47.9% | -68.9% | -8.6% |
| All | -21.0% | +46.8% | -67.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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