+14.3%
PFE vs TD
+129.3%
-115.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -3.7% | -1.7% | -2.0% | -3.2% |
| 30D | +5.0% | +8.2% | -3.3% | +2.9% |
| 3M | +12.2% | +1.7% | +10.5% | +11.5% |
| 6M | +14.6% | +14.2% | +0.3% | +9.7% |
| YTD | +24.1% | +32.8% | -8.6% | +13.1% |
| 1Y | +26.6% | +55.5% | -28.9% | +9.5% |
| 3Y | +14.3% | +129.6% | -115.3% | -10.4% |
| All | +14.3% | +129.3% | -115.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling