-38.2%
TSLQ vs PFGC
+15.6%
-53.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.8% |
| 7D | -16.8% | +3.4% | -20.3% | -16.5% |
| 30D | -18.0% | +16.9% | -34.9% | -16.6% |
| 3M | -34.5% | +6.4% | -40.9% | -34.7% |
| 6M | -8.9% | +16.0% | -24.9% | -7.7% |
| YTD | -19.0% | +23.6% | -42.6% | -16.9% |
| 1Y | -38.2% | +16.6% | -54.8% | -30.5% |
| All | -38.2% | +15.6% | -53.8% | -30.5% |
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