+297.6%
PG vs TEL
+707.2%
-409.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | -1.5% | -6.1% | +4.5% | -0.3% |
| 3M | -3.4% | +1.7% | -5.1% | -4.0% |
| 6M | -7.0% | +1.6% | -8.6% | -8.0% |
| YTD | +2.0% | -9.1% | +11.1% | +2.9% |
| 1Y | -6.5% | -1.7% | -4.8% | -7.7% |
| 3Y | +1.2% | +67.3% | -66.2% | -13.1% |
| 5Y | +12.8% | +52.1% | -39.3% | -2.3% |
| 10Y | +117.7% | +299.3% | -181.7% | +43.1% |
| All | +297.6% | +707.2% | -409.6% | +85.5% |
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