+668.7%
TEL vs PNR
+222.8%
+445.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.8% |
| 7D | -2.3% | -5.5% | +3.2% | +1.1% |
| 30D | -6.1% | -15.6% | +9.5% | +4.1% |
| 3M | +1.7% | -20.2% | +21.9% | +14.7% |
| 6M | +1.6% | -36.6% | +38.2% | +31.9% |
| YTD | -9.1% | -45.0% | +35.9% | +28.0% |
| 1Y | -1.7% | -47.4% | +45.8% | +42.3% |
| 3Y | +67.3% | -13.7% | +81.0% | +71.6% |
| 5Y | +52.1% | -20.8% | +72.9% | +61.1% |
| 10Y | +299.3% | +65.2% | +234.2% | +150.4% |
| All | +668.7% | +222.8% | +445.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling