-97.2%
TSLQ vs PFG
+117.4%
-214.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | +0.1% |
| 7D | -6.6% | -0.4% | -6.2% | -7.2% |
| 30D | -24.3% | +2.9% | -27.2% | -21.3% |
| 3M | -3.6% | +6.7% | -10.3% | +4.7% |
| 6M | -12.0% | +33.8% | -45.7% | +24.4% |
| YTD | +1.4% | +35.0% | -33.6% | +45.2% |
| 1Y | -43.6% | +46.4% | -90.0% | -10.2% |
| 3Y | -95.4% | +71.7% | -167.0% | -89.0% |
| All | -97.2% | +117.4% | -214.6% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling