-97.2%
TSLQ vs PFG
+113.4%
-210.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | -0.8% |
| 7D | -8.0% | +3.2% | -11.2% | -3.9% |
| 30D | -23.8% | +0.9% | -24.7% | -22.4% |
| 3M | -7.0% | +7.7% | -14.7% | +2.0% |
| 6M | -17.1% | +29.0% | -46.1% | +12.4% |
| YTD | +0.1% | +32.5% | -32.4% | +40.5% |
| 1Y | -51.2% | +47.3% | -98.5% | -21.3% |
| 3Y | -95.9% | +68.2% | -164.1% | -90.4% |
| All | -97.2% | +113.4% | -210.6% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling