+309.3%
TEL vs PFG
+251.1%
+58.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.5% | +3.0% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -0.7% | +2.9% | -3.5% | -2.3% |
| 3M | +2.4% | +6.7% | -4.3% | -1.5% |
| 6M | +4.1% | +33.8% | -29.6% | -11.4% |
| YTD | -5.8% | +35.0% | -40.8% | -20.6% |
| 1Y | +0.9% | +46.4% | -45.5% | -18.8% |
| 3Y | +72.6% | +71.6% | +1.0% | +25.7% |
| 5Y | +57.5% | +113.7% | -56.1% | +0.6% |
| All | +309.3% | +251.1% | +58.3% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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