+168.2%
PCAR vs TEL
+49.6%
+118.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | 0.0% | -1.4% | +1.5% | +0.7% |
| 30D | -7.7% | -4.9% | -2.9% | -5.6% |
| 3M | +3.7% | +0.1% | +3.6% | +3.3% |
| 6M | +2.3% | +0.4% | +1.9% | +0.9% |
| YTD | +12.8% | -8.9% | +21.7% | +15.8% |
| 1Y | +27.8% | -0.3% | +28.1% | +24.2% |
| 3Y | +61.8% | +67.6% | -5.8% | +16.9% |
| 5Y | +168.2% | +50.7% | +117.5% | +96.6% |
| All | +168.2% | +49.6% | +118.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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