+683.8%
TEL vs PFG
+259.0%
+424.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.2% |
| 7D | +3.0% | +5.5% | -2.6% | +0.8% |
| 30D | -3.9% | +2.4% | -6.3% | -4.9% |
| 3M | -5.1% | +13.6% | -18.7% | -9.9% |
| 6M | +0.6% | +27.9% | -27.3% | -8.7% |
| YTD | -7.3% | +35.6% | -42.8% | -18.0% |
| 1Y | +1.1% | +48.5% | -47.3% | -13.7% |
| 3Y | +63.7% | +66.9% | -3.2% | +32.9% |
| 5Y | +50.7% | +111.0% | -60.3% | +11.6% |
| 10Y | +290.2% | +244.5% | +45.7% | +132.5% |
| All | +683.8% | +259.0% | +424.8% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling