+163.9%
PFE vs TEL
+723.0%
-559.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | +1.8% | +3.0% | -1.2% | +0.8% |
| 30D | +10.2% | -3.9% | +14.2% | +11.3% |
| 3M | +12.7% | -5.1% | +17.8% | +13.8% |
| 6M | +10.5% | +0.6% | +9.9% | +9.1% |
| YTD | +20.2% | -7.3% | +27.4% | +21.0% |
| 1Y | +24.1% | +1.1% | +22.9% | +21.3% |
| 3Y | -3.6% | +63.7% | -67.3% | -19.9% |
| 5Y | -20.9% | +50.7% | -71.5% | -34.0% |
| 10Y | +35.8% | +290.2% | -254.3% | -20.4% |
| All | +163.9% | +723.0% | -559.1% | +10.4% |
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