-23.1%
PFE vs TEL
+47.3%
-70.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | +5.2% | +1.0% | +4.2% | +4.9% |
| 3M | +12.2% | +0.7% | +11.5% | +11.7% |
| 6M | +17.8% | +7.3% | +10.5% | +15.4% |
| YTD | +26.2% | -2.5% | +28.7% | +25.4% |
| 1Y | +23.2% | -10.3% | +33.4% | +24.5% |
| 3Y | +21.3% | +81.1% | -59.8% | +3.5% |
| 5Y | -23.1% | +45.3% | -68.4% | -40.9% |
| All | -23.1% | +47.3% | -70.4% | -40.9% |
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 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