-22.2%
PFE vs TEL
+49.6%
-71.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -2.0% |
| 7D | -2.7% | -1.4% | -1.2% | -2.4% |
| 30D | +3.8% | -4.9% | +8.7% | +4.8% |
| 3M | +10.4% | +0.1% | +10.3% | +10.0% |
| 6M | +6.3% | +0.4% | +5.9% | +5.4% |
| YTD | +17.4% | -8.9% | +26.3% | +18.5% |
| 1Y | +21.1% | -0.3% | +21.4% | +19.5% |
| 3Y | -1.6% | +67.6% | -69.2% | -15.0% |
| 5Y | -22.2% | +50.7% | -72.8% | -35.8% |
| All | -22.2% | +49.6% | -71.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling