+95.5%
PEP vs TEL
+283.7%
-188.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +2.9% | +4.5% | -1.6% | +2.0% |
| 30D | +12.5% | +2.9% | +9.6% | +11.6% |
| 3M | +4.5% | +1.1% | +3.4% | +3.8% |
| 6M | -0.5% | +5.0% | -5.5% | -2.3% |
| YTD | +4.4% | -3.9% | +8.3% | +3.7% |
| 1Y | +4.4% | -7.4% | +11.8% | +4.4% |
| 3Y | -3.4% | +81.0% | -84.4% | -20.3% |
| 5Y | +5.2% | +42.3% | -37.1% | -8.5% |
| All | +95.5% | +283.7% | -188.2% | +22.7% |
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