+32.8%
PFE vs TDY
+479.2%
-446.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | 0.0% |
| 7D | -2.6% | -1.1% | -1.4% | -2.3% |
| 30D | +5.4% | -12.0% | +17.4% | +8.6% |
| 3M | +7.8% | -3.2% | +11.0% | +8.3% |
| 6M | +5.0% | -7.9% | +12.9% | +6.6% |
| YTD | +17.1% | +18.2% | -1.1% | +11.3% |
| 1Y | +19.3% | +6.7% | +12.7% | +16.3% |
| 3Y | -0.9% | +47.5% | -48.5% | -12.0% |
| 5Y | -20.8% | +39.5% | -60.3% | -29.7% |
| All | +32.8% | +479.2% | -446.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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