+668.7%
TEL vs PPG
+330.6%
+338.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +1.3% |
| 7D | -2.3% | -5.1% | +2.9% | +1.2% |
| 30D | -6.1% | -9.6% | +3.5% | +0.4% |
| 3M | +1.7% | -6.4% | +8.1% | +5.5% |
| 6M | +1.6% | +0.5% | +1.1% | -0.1% |
| YTD | -9.1% | +4.4% | -13.5% | -13.7% |
| 1Y | -1.7% | -0.9% | -0.8% | -3.9% |
| 3Y | +67.3% | -17.0% | +84.3% | +81.5% |
| 5Y | +52.1% | -23.7% | +75.8% | +70.6% |
| 10Y | +299.3% | +25.9% | +273.5% | +199.0% |
| All | +668.7% | +330.6% | +338.1% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling