+42.4%
TEL vs PCOR
-11.9%
+54.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +4.5% | +3.0% | +1.5% | +3.8% |
| 30D | +2.9% | +38.7% | -35.8% | -4.8% |
| 3M | +1.1% | +24.9% | -23.7% | -4.6% |
| 6M | +5.0% | +68.8% | -63.8% | -8.8% |
| YTD | -3.9% | +6.7% | -10.6% | -7.7% |
| 1Y | -7.4% | +3.0% | -10.4% | -10.2% |
| 3Y | +81.0% | +48.6% | +32.4% | +53.0% |
| All | +42.4% | -11.9% | +54.3% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling