+132.6%
PFE vs TDY
+7,529.4%
-7,396.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.7% | +4.1% | -5.8% | -2.3% |
| 30D | +0.3% | +5.7% | -5.4% | -0.6% |
| 3M | +9.4% | -4.4% | +13.8% | +9.9% |
| 6M | +14.9% | +1.2% | +13.7% | +14.3% |
| YTD | +23.8% | +26.0% | -2.2% | +18.7% |
| 1Y | +19.5% | +27.4% | -7.8% | +14.4% |
| 3Y | +21.0% | +67.5% | -46.5% | +10.4% |
| 5Y | -23.9% | +44.9% | -68.7% | -29.5% |
| 10Y | +47.8% | +440.9% | -393.1% | +11.1% |
| All | +132.6% | +7,529.4% | -7,396.8% | +43.7% |
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