+712.7%
TEL vs PFG
+249.4%
+463.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +4.5% | +2.4% | +2.1% | +3.6% |
| 30D | +2.9% | +5.9% | -3.0% | +0.8% |
| 3M | +1.1% | -0.4% | +1.6% | +1.2% |
| 6M | +5.0% | +14.8% | -9.9% | -0.8% |
| YTD | -3.9% | +31.9% | -35.8% | -14.1% |
| 1Y | -7.4% | +38.8% | -46.3% | -18.8% |
| 3Y | +81.0% | +82.4% | -1.4% | +42.2% |
| 5Y | +42.3% | +94.7% | -52.4% | +8.5% |
| 10Y | +284.8% | +187.0% | +97.8% | +144.0% |
| All | +712.7% | +249.4% | +463.3% | +271.2% |
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