-16.2%
TEL vs PFGC
+17.6%
-33.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.4% | -6.3% |
| 7D | -7.4% | +12.5% | -19.8% | -10.1% |
| 30D | -6.0% | +17.0% | -22.9% | -9.9% |
| 3M | -5.0% | -2.1% | -2.9% | -4.1% |
| 6M | +0.5% | +25.9% | -25.4% | -8.0% |
| YTD | -8.3% | +22.0% | -30.3% | -14.5% |
| 1Y | -16.2% | +14.8% | -31.1% | -21.4% |
| All | -16.2% | +17.6% | -33.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling