+66.7%
TEL vs PFG
+67.4%
-0.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +1.2% | +3.2% | -2.0% | -0.4% |
| 30D | -4.1% | +0.9% | -5.1% | -4.7% |
| 3M | -2.6% | +7.7% | -10.3% | -6.6% |
| 6M | 0.0% | +29.0% | -28.9% | -13.0% |
| YTD | -9.1% | +32.5% | -41.5% | -22.4% |
| 1Y | -0.8% | +47.3% | -48.1% | -20.3% |
| All | +66.7% | +67.4% | -0.7% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling