+35.2%
PFE vs TD
+295.5%
-260.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -4.3% | -1.9% | -2.4% | -3.6% |
| 30D | +2.7% | -1.6% | +4.3% | +3.2% |
| 3M | +10.0% | +4.6% | +5.4% | +7.9% |
| 6M | +7.2% | +26.8% | -19.6% | -2.0% |
| YTD | +17.3% | +28.3% | -11.0% | +6.7% |
| 1Y | +20.3% | +60.4% | -40.1% | +1.0% |
| 3Y | -1.6% | +125.7% | -127.3% | -27.6% |
| 5Y | -21.4% | +122.4% | -143.7% | -42.6% |
| 10Y | +35.2% | +297.1% | -261.8% | -24.0% |
| All | +35.2% | +295.5% | -260.2% | -24.0% |
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