-97.2%
TSLQ vs PFGC
+104.8%
-202.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.9% | -6.1% | -9.6% |
| 7D | -8.6% | -2.4% | -6.1% | -10.6% |
| 30D | -24.9% | -15.8% | -9.1% | -35.7% |
| 3M | -1.5% | -0.6% | -0.9% | -1.4% |
| 6M | -18.1% | +10.7% | -28.7% | -7.9% |
| YTD | -0.1% | +7.6% | -7.8% | +10.3% |
| 1Y | -51.4% | -7.8% | -43.6% | -54.9% |
| 3Y | -95.9% | +63.7% | -159.6% | -92.6% |
| All | -97.2% | +104.8% | -202.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling