-97.1%
TSLQ vs PFGC
+99.7%
-196.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +1.2% |
| 7D | +5.7% | -4.8% | +10.5% | +1.1% |
| 30D | -21.1% | -17.2% | -3.9% | -33.4% |
| 3M | -11.5% | -6.3% | -5.2% | -15.9% |
| 6M | -14.9% | +8.8% | -23.7% | -5.7% |
| YTD | +2.4% | +4.9% | -2.5% | +10.7% |
| 1Y | -49.8% | -9.5% | -40.3% | -54.1% |
| 3Y | -95.8% | +59.6% | -155.4% | -92.6% |
| All | -97.1% | +99.7% | -196.8% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling