+171.3%
PFE vs TEL
+759.2%
-587.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -2.1% | +5.6% | -7.7% | -3.7% |
| 30D | +3.1% | +0.9% | +2.2% | +2.5% |
| 3M | +11.2% | +2.1% | +9.1% | +9.9% |
| 6M | +15.0% | +2.7% | +12.3% | +13.0% |
| YTD | +23.5% | -3.2% | +26.8% | +22.3% |
| 1Y | +18.9% | -10.6% | +29.5% | +20.4% |
| 3Y | +18.7% | +79.8% | -61.1% | -4.5% |
| 5Y | -24.0% | +43.3% | -67.3% | -35.8% |
| 10Y | +47.5% | +287.5% | -239.9% | -13.6% |
| All | +171.3% | +759.2% | -587.9% | +11.7% |
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 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