+696.3%
TEL vs PGR
+1,705.6%
-1,009.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | -0.7% | +4.9% | -5.6% | -3.1% |
| 3M | +2.4% | +7.6% | -5.2% | -2.4% |
| 6M | +4.1% | +8.3% | -4.1% | -1.6% |
| YTD | -5.8% | +1.7% | -7.6% | -8.9% |
| 1Y | +0.9% | -6.8% | +7.7% | +1.3% |
| 3Y | +72.6% | +73.4% | -0.8% | +19.5% |
| 5Y | +57.5% | +161.2% | -103.7% | -17.1% |
| 10Y | +313.6% | +819.5% | -505.8% | -3.1% |
| All | +696.3% | +1,705.6% | -1,009.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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