-11.1%
PCG vs TEL
+67.5%
-78.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.9% |
| 7D | +5.4% | -1.4% | +6.9% | +5.6% |
| 30D | -15.1% | -4.9% | -10.2% | -14.5% |
| 3M | -9.8% | +0.1% | -9.9% | -10.1% |
| 6M | -18.0% | +0.4% | -18.4% | -18.6% |
| YTD | -7.2% | -8.9% | +1.7% | -6.6% |
| 1Y | +2.9% | -0.3% | +3.2% | +0.8% |
| 3Y | -11.1% | +67.6% | -78.7% | -28.8% |
| All | -11.1% | +67.5% | -78.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling