-57.6%
PCG vs TEL
+716.6%
-774.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.8% |
| 30D | +1.4% | -4.1% | +5.5% | +2.6% |
| 3M | -23.4% | -3.4% | -20.0% | -23.0% |
| 6M | -19.4% | -3.5% | -15.9% | -19.4% |
| YTD | -18.5% | -8.0% | -10.5% | -18.1% |
| 1Y | -19.5% | -13.7% | -5.8% | -17.8% |
| 3Y | -21.0% | +71.9% | -92.9% | -37.3% |
| 5Y | +13.7% | +40.9% | -27.1% | -4.7% |
| 10Y | -77.2% | +293.3% | -370.5% | -86.2% |
| All | -57.6% | +716.6% | -774.1% | -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