+9.3%
PFE vs TE
-80.5%
+89.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.2% |
| 7D | -1.7% | -19.1% | +17.4% | -1.4% |
| 30D | +0.3% | -34.1% | +34.5% | +0.8% |
| 3M | +9.4% | -60.1% | +69.5% | +10.6% |
| 6M | +14.9% | -66.0% | +80.8% | +15.8% |
| YTD | +23.8% | -71.4% | +95.2% | +24.5% |
| 1Y | +19.5% | -45.3% | +64.8% | +18.2% |
| 3Y | +21.0% | +9.1% | +11.9% | +14.3% |
| 5Y | -23.9% | -82.6% | +58.7% | -26.4% |
| All | +9.3% | -80.5% | +89.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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