+66.6%
TEL vs PFGC
+59.5%
+7.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.3% | -4.8% | +2.6% | -0.6% |
| 30D | -6.1% | -17.2% | +11.1% | +0.3% |
| 3M | +1.7% | -6.3% | +8.0% | +3.4% |
| 6M | +1.6% | +8.8% | -7.2% | -2.6% |
| YTD | -9.1% | +4.9% | -14.0% | -12.0% |
| 1Y | -1.7% | -9.5% | +7.8% | +0.3% |
| All | +66.6% | +59.5% | +7.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling