-56.7%
PCG vs TEL
+759.0%
-815.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -0.5% | -0.9% | +0.5% | -0.3% |
| 30D | +0.8% | -0.2% | +1.0% | +0.6% |
| 3M | -22.0% | +2.0% | -24.1% | -23.0% |
| 6M | -17.1% | +6.4% | -23.5% | -19.7% |
| YTD | -16.9% | -3.2% | -13.6% | -17.8% |
| 1Y | -19.1% | -11.2% | -7.9% | -18.0% |
| 3Y | -19.4% | +79.8% | -99.2% | -37.0% |
| 5Y | +9.0% | +46.6% | -37.5% | -9.9% |
| 10Y | -76.2% | +288.1% | -364.3% | -85.6% |
| All | -56.7% | +759.0% | -815.7% | -80.2% |
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