-53.4%
PCG vs TEL
+723.0%
-776.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -13.9% | +3.0% | -16.8% | -14.7% |
| 30D | -16.9% | -3.9% | -12.9% | -15.9% |
| 3M | -14.7% | -5.1% | -9.6% | -13.9% |
| 6M | -23.8% | +0.6% | -24.4% | -25.0% |
| YTD | -10.5% | -7.3% | -3.2% | -10.0% |
| 1Y | -5.1% | +1.1% | -6.3% | -7.8% |
| 3Y | -11.6% | +63.7% | -75.3% | -28.5% |
| 5Y | +59.0% | +50.7% | +8.3% | +30.5% |
| 10Y | -75.7% | +290.2% | -365.9% | -85.2% |
| All | -53.4% | +723.0% | -776.4% | -78.3% |
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