-21.0%
TSLQ vs PFGC
+12.5%
-33.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +13.5% | -7.1% | +7.2% |
| 7D | +9.8% | +13.9% | -4.0% | +10.6% |
| 30D | -6.0% | +18.4% | -24.4% | -4.7% |
| 3M | -35.0% | -2.5% | -32.5% | -36.4% |
| 6M | -24.9% | +26.0% | -51.0% | -22.8% |
| YTD | -12.7% | +21.9% | -34.5% | -11.8% |
| 1Y | -21.0% | +13.4% | -34.4% | -10.6% |
| All | -21.0% | +12.5% | -33.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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