+46.2%
PFE vs TD
+303.3%
-257.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +5.3% | +7.6% | -2.3% | +2.7% |
| 3M | +10.1% | +3.0% | +7.1% | +8.8% |
| 6M | +18.0% | +16.8% | +1.2% | +11.2% |
| YTD | +25.8% | +34.3% | -8.5% | +12.6% |
| 1Y | +28.4% | +56.0% | -27.5% | +8.9% |
| 3Y | +20.9% | +132.4% | -111.4% | -11.8% |
| 5Y | -21.5% | +103.7% | -125.2% | -40.6% |
| 10Y | +46.2% | +299.2% | -252.9% | -15.2% |
| All | +46.2% | +303.3% | -257.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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