-76.0%
PCG vs TEL
+283.7%
-359.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.5% |
| 7D | +2.2% | +4.5% | -2.3% | +0.1% |
| 30D | +0.8% | +2.9% | -2.1% | -0.9% |
| 3M | -23.8% | +1.1% | -24.9% | -24.9% |
| 6M | -19.6% | +5.0% | -24.6% | -22.9% |
| YTD | -16.7% | -3.9% | -12.9% | -18.2% |
| 1Y | -19.4% | -7.4% | -11.9% | -19.8% |
| 3Y | -18.3% | +81.0% | -99.3% | -45.8% |
| 5Y | +10.4% | +42.3% | -31.9% | -17.6% |
| All | -76.0% | +283.7% | -359.7% | -90.4% |
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