+309.3%
TEL vs PPG
+26.9%
+282.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | +1.6% | -6.2% | +7.8% | +5.8% |
| 30D | -0.7% | -7.9% | +7.3% | +4.6% |
| 3M | +2.4% | -10.2% | +12.6% | +9.0% |
| 6M | +4.1% | +2.7% | +1.5% | +1.1% |
| YTD | -5.8% | +4.9% | -10.7% | -10.6% |
| 1Y | +0.9% | -3.2% | +4.1% | +0.3% |
| 3Y | +72.6% | -17.0% | +89.6% | +87.2% |
| 5Y | +57.5% | -23.3% | +80.9% | +76.1% |
| All | +309.3% | +26.9% | +282.5% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling