+10.6%
PFE vs TE
-76.6%
+87.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | -0.5% |
| 7D | -3.3% | -10.5% | +7.2% | -3.2% |
| 30D | +4.9% | -32.4% | +37.3% | +5.3% |
| 3M | +10.8% | -60.9% | +71.7% | +12.1% |
| 6M | +17.5% | -62.8% | +80.3% | +18.4% |
| YTD | +25.3% | -65.7% | +91.0% | +25.7% |
| 1Y | +27.7% | -39.9% | +67.6% | +26.1% |
| 3Y | +19.6% | +10.6% | +8.9% | +13.0% |
| 5Y | -19.0% | -79.7% | +60.6% | -21.8% |
| All | +10.6% | -76.6% | +87.2% | +13.7% |
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