+120.6%
PFE vs TDY
+7,071.3%
-6,950.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +3.8% | -12.5% | +16.3% | +6.0% |
| 3M | +10.4% | -1.2% | +11.6% | +10.4% |
| 6M | +6.3% | -6.6% | +12.8% | +7.1% |
| YTD | +17.4% | +18.5% | -1.1% | +13.8% |
| 1Y | +21.1% | +10.8% | +10.4% | +18.6% |
| 3Y | -1.6% | +47.5% | -49.1% | -8.3% |
| 5Y | -22.2% | +35.8% | -58.0% | -27.1% |
| 10Y | +32.9% | +459.0% | -426.1% | -0.3% |
| All | +120.6% | +7,071.3% | -6,950.8% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling