-97.7%
TSLQ vs PFGC
+135.3%
-233.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +4.6% |
| 7D | -16.8% | +3.4% | -20.3% | -14.4% |
| 30D | -18.0% | +16.9% | -34.9% | -7.4% |
| 3M | -34.5% | +6.4% | -40.9% | -32.0% |
| 6M | -8.9% | +16.0% | -24.9% | +2.8% |
| YTD | -19.0% | +23.6% | -42.6% | -0.4% |
| 1Y | -38.2% | +16.6% | -54.8% | -29.2% |
| 3Y | -96.9% | +82.3% | -179.2% | -93.9% |
| All | -97.7% | +135.3% | -233.0% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling