+75.7%
PEP vs TEL
+301.9%
-226.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | +0.3% | -4.1% | +4.4% | +1.1% |
| 3M | -3.2% | -2.6% | -0.7% | -3.1% |
| 6M | -13.6% | 0.0% | -13.6% | -14.4% |
| YTD | -1.9% | -9.1% | +7.2% | -1.0% |
| 1Y | -0.6% | -0.8% | +0.2% | -2.3% |
| 3Y | -13.6% | +67.4% | -80.9% | -27.2% |
| 5Y | +3.2% | +51.8% | -48.5% | -12.2% |
| All | +75.7% | +301.9% | -226.1% | +9.8% |
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 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