+56.5%
TEL vs PNR
-21.7%
+78.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.8% | +3.7% |
| 7D | +1.6% | -6.0% | +7.6% | +4.9% |
| 30D | -0.7% | -14.0% | +13.3% | +7.4% |
| 3M | +2.4% | -21.7% | +24.1% | +14.8% |
| 6M | +4.1% | -37.3% | +41.4% | +31.9% |
| YTD | -5.8% | -45.1% | +39.3% | +27.8% |
| 1Y | +0.9% | -49.1% | +50.0% | +42.9% |
| 3Y | +72.6% | -14.8% | +87.4% | +75.6% |
| All | +56.5% | -21.7% | +78.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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