-22.2%
PFE vs TCOM
+26.3%
-48.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.3% |
| 7D | -2.7% | -7.6% | +5.0% | -2.4% |
| 30D | +3.8% | -12.2% | +16.1% | +4.3% |
| 3M | +10.4% | -14.2% | +24.6% | +10.9% |
| 6M | +6.3% | -25.0% | +31.3% | +7.3% |
| YTD | +17.4% | -43.7% | +61.0% | +19.4% |
| 1Y | +21.1% | -44.5% | +65.7% | +23.3% |
| 3Y | -1.6% | +13.4% | -15.0% | -2.0% |
| 5Y | -22.2% | +26.5% | -48.6% | -21.9% |
| All | -22.2% | +26.3% | -48.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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