-75.3%
PCG vs TEL
+291.3%
-366.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +6.5% | +1.2% | +5.2% | +5.9% |
| 30D | -16.7% | -4.1% | -12.6% | -15.4% |
| 3M | -14.2% | -2.6% | -11.6% | -14.1% |
| 6M | -21.5% | 0.0% | -21.5% | -23.2% |
| YTD | -11.2% | -9.1% | -2.1% | -10.0% |
| 1Y | -4.2% | -0.8% | -3.4% | -8.1% |
| 3Y | -14.9% | +67.4% | -82.2% | -41.0% |
| 5Y | +54.2% | +51.8% | +2.5% | +9.9% |
| 10Y | -75.3% | +299.4% | -374.8% | -90.0% |
| All | -75.3% | +291.3% | -366.7% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling