+52.1%
TEL vs PFGC
+105.5%
-53.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -2.3% | -4.8% | +2.6% | -0.4% |
| 30D | -6.1% | -17.2% | +11.1% | +0.7% |
| 3M | +1.7% | -6.3% | +8.0% | +3.7% |
| 6M | +1.6% | +8.8% | -7.2% | -2.5% |
| YTD | -9.1% | +4.9% | -14.0% | -11.9% |
| 1Y | -1.7% | -9.5% | +7.8% | +0.6% |
| 3Y | +67.3% | +59.6% | +7.7% | +34.9% |
| 5Y | +52.1% | +113.5% | -61.4% | +6.2% |
| All | +52.1% | +105.5% | -53.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling