+484.7%
PCAR vs TEL
+723.0%
-238.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -0.5% | +3.0% | -3.5% | -2.4% |
| 30D | -6.2% | -3.9% | -2.3% | -4.1% |
| 3M | +5.9% | -5.1% | +11.0% | +8.7% |
| 6M | +0.4% | +0.6% | -0.2% | -1.6% |
| YTD | +14.8% | -7.3% | +22.1% | +17.1% |
| 1Y | +30.1% | +1.1% | +29.0% | +24.7% |
| 3Y | +66.7% | +63.7% | +3.0% | +15.0% |
| 5Y | +166.1% | +50.7% | +115.5% | +88.1% |
| 10Y | +353.7% | +290.2% | +63.5% | +57.7% |
| All | +484.7% | +723.0% | -238.3% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling