+76.9%
TEL vs PCOR
-8.1%
+85.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +5.6% | +2.2% | +3.4% | +5.1% |
| 30D | +0.9% | +37.4% | -36.6% | -6.2% |
| 3M | +2.1% | +33.2% | -31.1% | -5.0% |
| 6M | +2.7% | +60.6% | -57.9% | -9.1% |
| YTD | -3.2% | +6.2% | -9.4% | -6.9% |
| 1Y | -10.6% | -1.1% | -9.5% | -12.3% |
| 3Y | +79.8% | +48.4% | +31.4% | +54.0% |
| 5Y | +43.3% | -13.1% | +56.4% | +26.5% |
| All | +76.9% | -8.1% | +85.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling