+667.1%
TEL vs PBF
+289.1%
+378.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | +4.5% | +6.5% | -2.0% | +3.6% |
| 30D | +2.9% | -20.0% | +22.9% | +5.9% |
| 3M | +1.1% | -3.3% | +4.5% | +0.9% |
| 6M | +5.0% | +76.8% | -71.8% | -4.9% |
| YTD | -3.9% | +168.9% | -172.8% | -20.1% |
| 1Y | -7.4% | +96.4% | -103.8% | -19.3% |
| 3Y | +81.0% | +77.2% | +3.8% | +54.1% |
| 5Y | +42.3% | +417.7% | -375.4% | -3.8% |
| 10Y | +284.8% | +264.7% | +20.1% | +126.7% |
| All | +667.1% | +289.1% | +378.1% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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