+346.0%
TEL vs PFGC
+485.3%
-139.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | +1.0% | +17.4% | -16.4% | -3.5% |
| 3M | +0.7% | -2.4% | +3.1% | +0.9% |
| 6M | +7.3% | +18.2% | -10.9% | +1.9% |
| YTD | -2.5% | +23.7% | -26.2% | -8.7% |
| 1Y | -10.3% | +15.0% | -25.2% | -14.4% |
| 3Y | +81.1% | +82.3% | -1.2% | +52.0% |
| 5Y | +45.3% | +131.9% | -86.7% | +13.1% |
| 10Y | +290.3% | +353.0% | -62.7% | +155.6% |
| All | +346.0% | +485.3% | -139.3% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling