+614.1%
PFE vs TD
+7,879.0%
-7,264.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.8% |
| 7D | +1.8% | +0.3% | +1.4% | +1.6% |
| 30D | +10.2% | +0.4% | +9.8% | +10.0% |
| 3M | +12.7% | +7.6% | +5.0% | +9.6% |
| 6M | +10.5% | +25.0% | -14.5% | +2.1% |
| YTD | +20.2% | +31.0% | -10.9% | +9.1% |
| 1Y | +24.1% | +65.2% | -41.1% | +4.2% |
| 3Y | -3.6% | +122.5% | -126.1% | -27.4% |
| 5Y | -20.9% | +124.8% | -145.7% | -41.3% |
| 10Y | +35.8% | +298.2% | -262.4% | -19.2% |
| All | +614.1% | +7,879.0% | -7,264.9% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling