+282.1%
PEP vs TEL
+759.0%
-476.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.6% | -0.9% | +5.5% | +4.7% |
| 30D | +14.0% | -0.2% | +14.2% | +13.8% |
| 3M | +5.4% | +2.0% | +3.4% | +4.4% |
| 6M | -5.1% | +6.4% | -11.6% | -7.3% |
| YTD | +3.1% | -3.2% | +6.4% | +2.2% |
| 1Y | +4.8% | -11.2% | +15.9% | +5.7% |
| 3Y | -4.1% | +79.8% | -83.9% | -19.6% |
| 5Y | +3.0% | +46.6% | -43.6% | -10.6% |
| 10Y | +89.6% | +288.1% | -198.5% | +25.3% |
| All | +282.1% | +759.0% | -476.9% | +87.2% |
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