+324.2%
TEL vs PFGC
+419.1%
-94.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | -3.9% | -11.9% | +8.0% | -0.7% |
| 3M | -5.1% | +5.0% | -10.1% | -6.7% |
| 6M | +0.6% | +8.6% | -8.0% | -2.0% |
| YTD | -7.3% | +9.7% | -17.0% | -10.1% |
| 1Y | +1.1% | -6.3% | +7.4% | +2.0% |
| 3Y | +63.7% | +58.2% | +5.5% | +43.0% |
| 5Y | +50.7% | +110.4% | -59.8% | +20.7% |
| 10Y | +290.2% | +272.8% | +17.4% | +166.8% |
| All | +324.2% | +419.1% | -94.9% | +179.1% |
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