+125.9%
PFE vs TCOM
+2,694.8%
-2,568.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | +1.8% | -9.5% | +11.3% | +2.7% |
| 30D | +10.2% | -10.7% | +21.0% | +11.4% |
| 3M | +12.7% | -14.6% | +27.3% | +14.2% |
| 6M | +10.5% | -19.3% | +29.9% | +12.6% |
| YTD | +20.2% | -42.9% | +63.1% | +26.1% |
| 1Y | +24.1% | -43.8% | +67.9% | +30.3% |
| 3Y | -3.6% | +2.1% | -5.7% | -6.0% |
| 5Y | -20.9% | +31.2% | -52.1% | -27.2% |
| 10Y | +35.8% | -13.9% | +49.8% | +25.7% |
| All | +125.9% | +2,694.8% | -2,568.9% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling