+32.8%
PFE vs TEL
+316.2%
-283.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.6% |
| 7D | -2.6% | +1.6% | -4.2% | -3.0% |
| 30D | +5.4% | -0.7% | +6.0% | +5.4% |
| 3M | +7.8% | +2.4% | +5.3% | +6.7% |
| 6M | +5.0% | +4.1% | +0.9% | +3.0% |
| YTD | +17.1% | -5.8% | +22.9% | +17.4% |
| 1Y | +19.3% | +0.9% | +18.4% | +17.1% |
| 3Y | -0.9% | +72.6% | -73.5% | -17.4% |
| 5Y | -20.8% | +57.5% | -78.3% | -33.7% |
| All | +32.8% | +316.2% | -283.4% | -20.9% |
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